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+Article 20a Reporting of interest rate risk in the banking book |
Article 20a Reporting of interest rate risk in the banking bookArticle 20a Reporting of interest rate risk in the banking book In order to report information on their interest rate risk in the banking book in accordance with Article 430(1) of Regulation (EU) No 575/2013, institutions shall submit the information specified in Annex XXVIII on an individual and a consolidated basis, in accordance with the instructions laid down in Annex XXIX, with the following frequencies, depending on the nature of the reporting institutions:
(a)
template 1 with a quarterly frequency by all institutions;
(b)
templates 2, 5 and 8 with a quarterly frequency by large institutions;
(c)
templates 3 and 6 with quarterly frequency by institutions that are neither large institutions nor small and non-complex institutions;
(d)
templates 4 and 7 with a quarterly frequency by small and non-complex institutions;
(e)
template 9 with quarterly frequency by institutions that are neither large institutions nor small and non-complex institutions and by small and non-complex institutions;
(f)
template 10 with an annual frequency by large institutions;
(g)
template 11 with annual frequency by institutions that are neither large institutions nor small and non-complex institutions and by small and non-complex institutions. 1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
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