Obrestno tveganje v bančni knjigi

EBA smernice in pripadajoči BS sklepi

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Smernice o upravljanju obrestnega tveganja, ki izhaja iz netrgovalnih dejavnosti (EBA/GL/2022/14; 20. oktober 2022) – v veljavi od 30. junija 2023 /
Smernice o upravljanju obrestnega tveganja, ki izhaja iz netrgovalnih dejavnosti (EBA/GL/2018/02; 19. julij 2018) – v veljavi do 30. junija 2023
Sklep o uporabi Smernic o upravljanju obrestnega tveganja, ki izhaja iz netrgovalnih dejavnosti (Uradni list RS, št. 8/2019) – v uporabi do 30. junija 2023                                       

 

Posvetovalni dokumenti in dokumenti pred objavo v UL

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EBA publishes final draft regulatory technical standards specifying standardised and simplified standardised methodologies to evaluate the risks arising from potential changes in interest rates that affect both the economic value of equity and the net interest income of an institution’s non-trading book activities in accordance with 84(5) of Directive 2013/36/EU (EBA/RTS/2022/09; 20 October 2022) /
EBA publishes final draft regulatory technical standards specifying supervisory shock scenarios, common modelling and parametric assumptions and what constitutes a large decline for the calculation of the economic value of equity and of the net interest income in accordance with Article 98(5a) of Directive 2013/36/EU (EBA/RTS/2022/10; 20 October 2022) /