IRRBB

• Asset liability management

Basel to unveil ‘Pillar 1-lite’ approach to rate risk

First public consultation expected this month in long-running project

• 02 Jun 2015

• Regulation

EBA rate risk guidelines ease deposit cap

Greater flexibility welcomed, but problems may remain for mortgage lenders

• 22 May 2015

• Basel Committee

Banks see clash in Basel's trading and banking book work

Draft rules on interest rate hedging could set back arbitrage fix, critics claim

• 13 Apr 2015

• Basel Committee

Basel cuts credit spread charge from banking book work

Charge was felt to be "too difficult to capture" without complex rules

• 08 Apr 2015

• Asset liability management

Impact study postponed for Basel rate-risk project

QIS was due to get under way last month but will now start in mid-2015

• 04 Feb 2015

• Asset liability management

Basel rates split heralds soft landing, banks hope

First consultation paper on banking book interest rate exposure is expected in March

• 02 Feb 2015

• Asset liability management

Banking book rate risk project splits in two

Regulators working on Pillar II guidance as well as fixed capital regime

• 05 Dec 2014

• Risk management

Basel rate-risk project sets up scrap over deposit models

Regulators could cap the maturity banks assume for large chunks of their deposit base

• 20 Nov 2014