You don't have javascript enabled.

Credit Spread Risk in the Banking Book – Prometeia industry survey

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

  • Editorial Team
  • July 4, 2019
  • 1 minute

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!