General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518
October 31, 2018

SNB published forms and the related documentation for interest rate risk reporting on single-entity (Form ZIR_U) and consolidated basis (Form ZIR_K). The forms cover information on interest rate risk in the banking book (IRRBB) based on the recording of all material cash flows according to repricing maturity as well as material interest income (pursuant to FINMA Circular 2019/02 "Interest rate risks – banks" and FINMA Circular 2016/01 "Disclosure – banks").

The reporting frequency for IRRBB is quarterly (ZIR_U) and semi-annual (ZIR_K). The ZIR_U is valid from March 31, 2019 and ZIR_K is valid from June 30, 2019. The submission deadline for the first implementation of the new interest rate risk report at enterprise level (ZIR_U) is being extended once for 15 calendar days. The submission date can be until May 30, 2019 (or "due to ramp up to May 31, 2019"). From the second implementation, deadline for ZIR_U is the ordinary period of 45 calendar days. The reporting institutions include all banks, financial groups, and securities dealers (excluding branches of foreign banks in Switzerland and the Principality of Liechtenstein). Data are collected by SNB in cooperation with the Swiss Financial Market Supervisory Authority FINMA. 

 

Related Links (German and English)

Keywords: Europe, Switzerland, Banking, Basel III, Reporting, IRRBB, Interest Rate Risk, SNB

Related Insights
News

EBA Single Rulebook Q&A: First Update for November 2018

EBA published answers to seven questions under the Single Rulebook question and answer (Q&A) updates for this week.

November 09, 2018 WebPage Regulatory News
News

FED Finalizes the Large Financial Institution Rating System

FED finalized the new supervisory rating system for Large Financial Institutions (LFIs), to better align with the current supervisory programs and practices for these firms.

November 09, 2018 WebPage Regulatory News
News

ECB Publishes Guides for Capital and Liquidity Management by Banks

ECB published the guides for capital and liquidity management by banks in EU.

November 09, 2018 WebPage Regulatory News
News

EC Amends Regulation on Prudent Valuation for Supervisory Reporting

EC published the amended Implementing Regulation (EU) 2018/1627 on prudent valuation for supervisory reporting. Regulation 2018/1627 amends the Implementing Regulation 680/2014.

November 09, 2018 WebPage Regulatory News
News

FED Intends to Publish the Financial Stability Report in November 2018

FED intends to begin publishing a semiannual report presenting its view of the outlook for U.S. financial stability, on November 28. The financial stability report will include a summary of the FED framework for assessing the resilience of the financial system in the United States.

November 09, 2018 WebPage Regulatory News
News

ESMA Asks Clients of CRAs and TRs to Prepare for No-Deal Brexit

ESMA issued a public statement to raise awareness, among the market participants, on the readiness of credit rating agencies (CRAs) and trade repositories (TRs) for the possibility of no agreement being reached in the context of the United Kingdom withdrawing from the European Union (Brexit).

November 09, 2018 WebPage Regulatory News
News

EIOPA Publishes Result of the Work of EU-US Insurance Dialog Project

EIOPA published four papers resulting from the work of the EU–U.S. Insurance Dialog Project (EU-U.S. Project) in 2018.

November 08, 2018 WebPage Regulatory News
News

EIOPA Publishes Q&A on Regulations in November 2018

EIOPA published new sets of questions and answers (Q&A) on implementing and delegated regulations applicable to insurers in Europe.

November 07, 2018 WebPage Regulatory News
News

APRA Finalizes CPS 234 to Help Combat Threat of Cyber Attacks

APRA has released the final version of its prudential standard focused on information security management.

November 07, 2018 WebPage Regulatory News
News

US Agencies Propose Reduced Reporting for Qualifying Institutions

US agencies (FDIC, FED, and OCC) proposed to reduce regulatory reporting burden on small institutions by expanding the number of regulated institutions eligible for streamlined reporting.

November 07, 2018 WebPage Regulatory News
RESULTS 1 - 10 OF 2192