Circular CSSF 20/762
Update of Circular CSSF 08/338, as amended by Circular CSSF 16/642, on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities following the adoption of the European Banking Authority (EBA) guidelines on the management of interest rate risk arising from non-trading book activities (EBA/GL/2018/02)
Related documents
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11 December 2020 - Updated on 17 January 2024
Reporting instructions on IRRBB pursuant to Circular CSSF 08/338 as amended
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11 December 2020 - Updated on 17 January 2024
ESPREP-PNNNN-YYYY-MM-STT
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11 December 2020 - Updated on 16 January 2024
ESPREP-BNNNN-YYYY-MM-STT
Reporting template ESREP-BNNN-YYYY-MM-STT and Reporting instructions on interest rate risk in the banking book (IRRBB) pursuant to circular CSSF 08/338 as amended
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19 February 2008 - Updated on 16 January 2024
Circular CSSF 08/338 (as amended by Circulars CSSF 16/642, 20/762 and 24/849)
on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities