October 31, 2017
The European Banking Authority (EBA) launched today a public consultation to review three guidelines aimed at further enhancing institutions’ risk management and supervisory convergence in the supervisory review and examination process (SREP). The revisions focus on stress testing, particularly its use in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRBB). The consultations on all three guidelines run until 31 January 2018.
The three consultations are:
- Consultation on Guidelines on technical aspects of the management of interest rate risk
- Consultation on Guidelines on institution’s stress testing
- Consultation on Guidelines for common procedures and methodologies for SREP
The original press release can be found on the EBA website here.