Regulators
IRRBB Regulators
Track IRRBB regulatory developments across major jurisdictions. Key documents, pipeline items, and supervisory expectations by regulator.
Basel Committee (BCBS)
Sets global standards for IRRBB measurement, management and disclosure.
Key Documents
On the Horizon
European Banking Authority (EBA)
EU implementation with RTS/ITS on outlier tests and reporting templates.
Key Documents
On the Horizon
Prudential Regulation Authority (PRA)
UK Pillar 2 with FSA017 return and outlier test framework.
Key Documents
On the Horizon
Federal Reserve / OCC / FDIC
Interagency approach via SR letters and examination guidance.
Key Documents
On the Horizon
APRA
Australian framework with APS 117 standard and ARS reporting returns.
Key Documents
On the Horizon
OSFI
Canadian IRRBB framework with I3 reporting return and Pillar 3 disclosure.
MAS
Singapore's Notice 637 with IRRBB in Part X and Annex 10C scenarios.
Key Documents
On the Horizon
HKMA
HKMA SPM IR-1 with MA(BS)12 return and outlier test framework.
Key Documents
On the Horizon
RBI
RBI IRRBB circular aligned with Basel, 15% EVE outlier threshold.
Key Documents
On the Horizon
CBUAE
UAE Central Bank's Basel-aligned IRRBB standards.
JFSA
Japan's FSA supervises IRRBB under Basel III framework with BOJ examination support.
Key Documents
On the Horizon
FINMA
Swiss framework with Circular 2019/2, 15% outlier threshold, quarterly SNB reporting.
Key Documents
On the Horizon
NFRA / PBC
China's NFRA (formerly CBIRC) oversees bank risk management under Basel framework.
FSS / FSC
Korea's FSS implements IRRBB within Pillar 2 supervisory framework.
BCB
Brazilian IRRBB under CMN 4557 with EVE and earnings-based approaches.
SAMA
Saudi Central Bank's Basel-compliant IRRBB supervisory framework.
SARB
South African Reserve Bank's prudential approach to banking book interest rate risk.
OJK
Indonesia's OJK oversees bank interest rate risk under Basel framework.
CNBV
Mexico's banking commission implements Basel IRRBB standards.
BRSA
Turkish banking regulator's IRRBB framework aligned with Basel standards.
BCRA
Argentina's Central Bank prudential requirements for IRRBB.