Management of interest rate risk arising from non-trading activities and of credit spread risk
Regulations and guidelines 5/2015 (pdf)
Management of interest rate risk arising from non-trading activities and of credit
spread risk
- valid from 1 January 2016 until further notice
- date of change 19 April 2023
Regulations and guidelines 5/2015 Management of interest rate risk arising from non-trading activities (version 2) (pdf)
More information
Supervision releases
- Amendments to regulations and guidelines 5/2015 on the management of interest rate risk arising from non-trading activities and of credit spread risk enter into force on 30 June 2023 2 May 2023 Regulations and Guidelines raterisk credit spread risk EBA
- Amendments to the Guidelines on the management of interest rate risk arising from non-trading activities to take effect on 30 June 2019 26 March 2019
- Guidelines on the management of interest rate risk in the banking book enter into force on 1 January 2016 4 January 2015