Credit Spread Risk in the Banking Book - Prometeia industry survey

04 Jul 2019
Date submitted
04 Jul 2019
Resource type
White paper
File type
pdf PDF file (603.31K)
Starting on 30 June 2019, EBA Guidelines on IRRBB enter into force for EU institutions. Waiting for more detailed instructions by the European regulator for implementation, Prometeia promoted a web-based industry survey involving ALM, Treasury, Market & Liquidity risk units from almost 50 financial institutions to understand whether and how banks are approaching the assessment of their CSRBB, and to identify best practices in preparation for compliance. Download the highlights and contact us!
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