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New EBA Guidelines on the management of interest rate risk and credit spread risk

Webinar recording

On October 20, 2022, the European Banking Authority (EBA) published a package of new regulatory requirements regarding interest rate risk management in the banking book (IRRBB) and credit spread risk management in the banking book (CSRBB). The deadline for implementation of the updated Guidelines on IRRBB is 30 June 2023, while the new CSRBB Guidelines will apply later, on 31 December 2023. In the webinar, we discussed key regulatory changes and implementation challenges related to adapting to the updated EBA Guidelines.

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