Regulation (EU) No 575/2013 Article 448

Exposure to interest rate risk on positions not included in the trading book

Article 448

Institutions shall disclose the following information on their exposure to interest rate risk on positions not included in the trading book: (a) the nature of the interest rate risk and the key assumptions (including assumptions regarding loan prepayments and behaviour of non-maturity deposits), and frequency of measurement of the interest rate risk; (b) the variation in earnings, economic value or other relevant measure used by the management for upward and downward rate shocks according to management's method for measuring the interest rate risk, broken down by currency.

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CitationArticle 448 of Regulation (EU) No 575/2013 (LawPlayer, data as of 2026-07-04)

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