Circular NBB_2023_17 / Reporting obligations concerning interest rate risk and credit spread risk in the banking book

19 December 2023 16:00

Circular NBB_2023_17 / Reporting obligations concerning interest rate risk and credit spread risk in the banking book

Annexes:

  1. ECB reporting tables (IRRBB Reporting Template)
  2. Explanatory notes to the ECB reporting tables (IRRBB Reporting Template)
  3. ECB reporting tables (STE IRRBB CSRBB Reporting Template)
  4. Explanatory notes to the ECB reporting tables (STE IRRBB CSRBB Reporting Template)