Banks are preparing for Interest Rate Risk in the Banking Book (IRRBB) requirements. The new Interest Rate Risk (IRR) Management Survey follows up on how the preparations are progressing.

MORS Software is interested in finding out and monitoring how financial institutions undertake and make progress with impending projects for establishing internal practices and compliance with regulations. To complement the annual Liquidity Risk Management Surveys, MORS Software launched the Interest Rate Risk Management Survey in January 2017 to capture a more holistic picture of risk management trends within banks.

The Interest Rate Risk Survey explores the priorities and drivers for IRR management in banks, and finds out about banks’ readiness to meet the IRRBB regulatory requirements. The survey also examines the capability of measurement and monitoring of interdependency between risks in banks.

The 2017 Survey on Interest Rate Risk Management (IRR) was published in March 2017 and the full survey report is available for download.


   Interest Rate Risk Management Survey 2017 Cover


Towards a wider view

Sixty-nine (69) banks participated from across the UK,
Continental Europe, Asia, Africa and North America.