German Banking Industry CommitteeBanking supervision

GBIC comments on the ITS new IRRBB reporting

Michaela Zattler

On January 31, 2023, the European Banking Authority (EBA) presented draft Implementing Technical Standards on the future, European harmonized regulatory reporting requirements for interest rate risk in the banking book (IRRBB). In terms of the quantity and granularity of the data to be reported, the requirements go far beyond the status quo and the scope resulting from the underlying regulatory framework (in particular EBA/GL/2022/14 and Draft EBA/RTS/2022/10). The GBIC has commented on the EBA draft.