What changed, Commission Implementing Regulation (EU) 2021/451 of 17 December 2020 laying down implementing technical standa…

2023-07-11 → 2024-09-01 · no interpretation, just the text delta

on 2023-07-11	eu-eurlex:32021r0451:2023-07-11 (2023-07-11 → 2024-08-31) · official source ↗
on 2024-09-01	eu-eurlex:32021r0451:2024-09-01 (2024-09-01 → open) · official source ↗

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+ ### Article 20a — Reporting of interest rate risk in the banking book
+ In order to report information on their interest rate risk in the banking book in accordance with Article 430(1) of Regulation (EU) No 575/2013, institutions shall submit the information specified in Annex XXVIII on an individual and a consolidated basis, in accordance with the instructions laid dow…
+ (a) template 1 with a quarterly frequency by all institutions;
+ (b) templates 2, 5 and 8 with a quarterly frequency by large institutions;
+ (c) templates 3 and 6 with quarterly frequency by institutions that are neither large institutions nor small and non-complex institutions;
+ (d) templates 4 and 7 with a quarterly frequency by small and non-complex institutions;
+ (e) template 9 with quarterly frequency by institutions that are neither large institutions nor small and non-complex institutions and by small and non-complex institutions;
+ (f) template 10 with an annual frequency by large institutions;
+ (g) template 11 with annual frequency by institutions that are neither large institutions nor small and non-complex institutions and by small and non-complex institutions.
+ ### ANNEX XXVIII
+ **REPORTING ON INTEREST RATE RISK IN THE BANKING BOOK**
+ | **IRRBB TEMPLATES** |  |  |  |
+ | **Template number** | **Template code** | **Adressees** | **Name of the template /group of templates** |
+ | **EVALUATION OF THE IRRBB: EVE/NII SOT AND MV CHANGES [QUARTERLY]** |  |  |  |
+ | 1 | J 01.00 | All institutions | EVALUATION OF THE IRRBB: EVE/NII SOT AND MV CHANGES |
+ | **BREAKDOWN OF SENSITIVITY ESTIMATES [QUARTERLY]** |  |  |  |
+ | 2 | J 02.00 | Large institutions | BREAKDOWN OF SENSITIVITY ESTIMATES |
+ | 3 | J 03.00 | ‘Other’ institutions | BREAKDOWN OF SENSITIVITY ESTIMATES (SIMPLIFIED FOR ‘OTHER’ INSTITUTIONS) |
+ | 4 | J 04.00 | SNCIs | BREAKDOWN OF SENSITIVITY ESTIMATES (SIMPLIFIED FOR SNCIS) |
+ | **REPRICING CASH FLOWS [QUARTERLY]** |  |  |  |
+ | 5 | J 05.00 | Large institutions | REPRICING CASH FLOWS |
+ | 6 | J 06.00 | ‘Other’ institutions | REPRICING CASH FLOWS (SIMPLIFIED FOR ‘OTHER’ INSTITUTIONS) |
+ | 7 | J 07.00 | SNCIs | REPRICING CASH FLOWS (SIMPLIFIED FOR SNCIS) |
+ | **RELEVANT PARAMETERS [QUARTERLY]** |  |  |  |
+ | 8 | J 08.00 | Large institutions | RELEVANT PARAMETERS |
+ | 9 | J 09.00 | ‘Other’ institutions and SNCIs | RELEVANT PARAMETERS (SIMPLIFIED FOR SNCIS AND ‘OTHER’ INSTITUTIONS) |
+ | **QUALITATIVE INFORMATION [ANNUALLY]** |  |  |  |
+ | 10,1 | J 10.01 | Large institutions | GENERAL QUALITATIVE INFORMATION |
+ | 10,2 | J 10.02 | Large institutions | QUALITATIVE INFORMATION ‘CURRENCY BY CURRENCY’ |
+ | 11,1 | J 11.01 | ‘Other’ institutions and SNCIs | GENERAL QUALITATIVE INFORMATION (SIMPLIFIED FOR SNCIS AND ‘OTHER’ INSTITUTIONS) |

tier	A, publisher-supplied validity dates
history begins	publisher
index built	2026-08-07T19:46:23Z · corpus 8d5e859
stamp signature	valid (ECDSA-P256)