The EBA publishes its heatmap following scrutiny of the interest rate risk in the banking book

On January 24th, the European Banking Authority (EBA) published a detailed heatmap analyzing the implementation of Interest Rate Risk in the Banking Book (IRRBB) standards across EU banks. This document outlines the scrutiny of IRRBB risk management, focusing on the challenges and strategies for both short and medium-term objectives. It emphasizes the importance of enhanced supervisory tools and regulatory considerations for adapting to changing interest rate environments, ensuring robust risk management in the banking sector.

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