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Name EBA Guidelines of 20 October 2022 No EBA/GL/2022/14 issued on the basis of Article 84 (6) of Directive 2013/36/EU specifying criteria for the identification, evaluation, management and mitigation of the risks arising from potential changes in interest rates and of the assessment and monitoring of credit spread risk, of institutions’ non- trading book activities
Author European Banking Authority (EBA)
Source website of the European Banking Authority (EBA)
Publication date 20. 10. 2022
Version in force as of These Guidelines apply at 30 June 2023 with the exception of sections 4.5 and 4.6 that apply at 31 December 2023.