Basel interest rate risk disclosures "problematic"

IRRBB could reveal commercially sensitive information and mislead analysts

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Big reveal: public disclosure of shock scenario results may divulge duration of bank assets and liabilities

New public disclosure requirements for interest rate risks to banks' deposit and loan books could prove troublesome, as they may reveal commercially sensitive information. The requirements could give competitors insight into individual banks' pricing and hedging strategies, as well as potentially misleading analysts who use the financial reports.

"Any sort of disclosure on non-maturity deposits would be pretty problematic for us, as would disclosing the change in the economic value of equity,"

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