The European Banking Authority (EBA) has published a roadmap for revising the Supervisory Review and Evaluation Process (SREP). The plan follows a multi-stage approach to adapt the SREP to changes in the Basel framework and EU regulation. In particular, adjustments are necessary due to the new standard on the interest rate risk in the banking book (IRRBB), changes in Pillar 2 capital guidance, stress testing and the ongoing revision of the Capital Requirements Directive (CRD) and Regulation (CRR). A public consultation will be launched by November 2017 and changes will be implemented in 2018. Finalyse can help you to comply with the new IRRBB standard and stress testing requirements in time!
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