Article 16a | Implementing Regulation 2021/637

Updated 21/11/2024

Metadata

In force

Version from: 08/01/2023

Amendments (1)

Article 16a - Disclosure of exposures to interest rate risk on positions not held in the trading book

Article 16a

Disclosure of exposures to interest rate risk on positions not held in the trading book

Institutions shall disclose the information referred to in Article 448(1), points (a) and (b), of Regulation (EU) No 575/2013 by using template EU IRRBB1 set out in Annex XXXVII to this Regulation and by following the instructions set out in Annex XXXVIII to this Regulation.

Institutions shall disclose the information referred to in Article 448(1), points (c) to (g), of Regulation (EU) No 575/2013 by using table EU IRRBBA set out in Annex XXXVII to this Regulation and by following the instructions set out in Annex XXXVIII to this Regulation.

Where institutions disclose an information in accordance with paragraph 1 or 2 for the first time, the disclosure of that information relating to the previous reference date shall not be required.

Recitals Article 1 - Disclosure of key metrics and overview of risk-weighted exposure amounts Article 2 - Disclosure of risk management objectives and policies Article 3 - Disclosure of the scope of application Article 4 - Disclosure of own funds Article 5 - Disclosure of countercyclical capital buffers Article 6 - Disclosure of the leverage ratio Article 6a - Disclosure of indicators of global systemic importance Article 7 - Disclosure of liquidity requirements Article 8 - Disclosure of exposures to credit risk, dilution risk and credit quality Article 9 - Disclosure of the use of credit risk mitigation techniques Q&A Article 10 - Disclosure of the use of the standardised approach Article 11 - Disclosure of the use of the IRB approach to credit risk Article 12 - Disclosure of specialised lending and equity exposure under the simple risk weight approach Article 13 - Disclosure of exposures to counterparty credit risk Article 14 - Disclosure of exposures to securitisation positions Article 15 - Disclosure of the use of the standardised approach and of the internal models for market risk Article 16 - Disclosure of operational risk Article 16a - Disclosure of exposures to interest rate risk on positions not held in the trading book Article 17 - Disclosure of remuneration policy Q&A Article 18 - Disclosure of encumbered and unencumbered assets Article 18a - Disclosure of environmental, social and governance risks (ESG risks) Q&A Article 19 - General provisions Article 20 - Repeal Article 21 - Entry into force ANNEX I Q&A ANNEX II Q&A ANNEX III ANNEX IV ANNEX V ANNEX VI ANNEX VII ANNEX VIII ANNEX IX ANNEX X ANNEX XI ANNEX XII ANNEX XIII Q&A ANNEX XIV Q&A ANNEX XV Q&A ANNEX XVI Q&A ANNEX XVII ANNEX XVIII ANNEX XIX ANNEX XX ANNEX XXI ANNEX XXII ANNEX XXIII ANNEX XXIV ANNEX XXV ANNEX XXVI ANNEX XXVII ANNEX XXVIII ANNEX XXIX ANNEX XXX ANNEX XXXI ANNEX XXXII ANNEX XXXIII ANNEX XXXIV ANNEX XXXV ANNEX XXXVI ANNEX XXXVII ANNEX XXXVIII ANNEX XXXIX Q&A ANNEX XL Q&A

Metadata

Related documents

Article 16a - Disclosure of exposures to interest rate risk on positions not held in the trading book

Table of contents