Final guidance on Pillar II process for interest rate risk published.

European regulators have published the final technical guidance on the application of the supervisory review process for interest rate risk in the banking book under the Capital Requirements Directive (CRD).

The Committee of European Banking Supervisors (CEBS) has proposed common high-level guidance on how the interest rate risks could be measured and managed by institutions and assessed by supervisors, following a consultation earlier this year.

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