BaFin published a consultation on changes to the "financial and risk-bearing capacity information regulation." The extension of the regulation through two registration forms in the newly added Annexes 25 and 26 is intended to support the national implementation of the EBA guidelines. The proposed changes are intended to support implementation of the EBA guidance on Internal Capital Adequacy Assessment Process (ICAAP) and Internal Liquidity Adequacy Assessment Process (ILAAP) information collected for supervisory review and evaluation (SREP) and guidelines for managing the interest rate risk on banking book (IRRBB) transactions. This regulation is expected to be in force from July 01, 2020. The comment period on the consultation ends on August 31, 2019.
Related Links (in German)
Comment Due Date: August 31, 2019
Effective Date: July 01, 2020
Keywords: Europe, Germany, Banking, ICAAP, ILAAP, SREP, IRRBB, Risk-Bearing Capacity, EBA, BaFin
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