Reporting release 7 February 2023 – 06/2023

Credit institutions’ interest rate risk (IRRBB) reporting out for consultation | EBA

On 31 January 2023, the European Banking Authority (EBA) launched a public consultation on Implementing Technical Standards (ITS) concerning the adoption of new supervisory reporting with respect to IRRBB. The consultation process will continue until 2 May 2023.

The consultation paper proposes new, harmonised reporting requirements for the assessment and monitoring of institutions’ Interest Rate Risk in the Banking Book (IRRBB) across the EU.

IRRBB reporting provides supervisors the necessary data to monitor IRRBB risks in credit institutions. Proportionality is a key consideration in the proposed new reporting, in order to make reporting requirements better suited to the size and risk of the institutions. The consultation paper includes simplified templates for the reporting by small and non-complex institutions (SNCIs) and asks for specific feedback on proportionality for medium institutions.

These draft amending ITS aim at providing quality data to supervisors to monitor institutions’ IRRBB risk and the implementation of the policy package published by the EBA in October 2022. The reporting package under consultation is particularly relevant in the current environment of high inflation combined with growing interest rates.

Comments to the consultation on IRRBB reporting may be sent through the EBA website:


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