EBA · 2023_6836 Rejected question

In the CSRBB framework, the use of a different scope for NII and EVE

Name: In the CSRBB framework, the use of a different scope for NII and EVE: EBA Q&A — EU Financial Regulatory Q&A
Creator: European Banking Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: Directive 2013/36/EU (CRD)
Article: Sections 4.3.3 and 4.3.4.
Topic: Interest Rate Risk for Banking Book (IRRBB)
Submitted by: Consultancy firm
Submitted: 2023-07-11

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Question

In the CSRBB framework, we want to know if banks are allowed use a different scope for NII and EVE.

Background

According to the EBA GL, it is required to identify this risk under both perspectives, but it is not clear regarding the abovementioned scope.

No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6836

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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