Interest rate risk

Circular 11/2011 (BA): Interest rate risk in the banking book; calculating the impact of a sudden and unexpected change in interest rates

• 09.11.2011: Letter to the central associations representing the banking sector (in German only)
• 09.11.2011: Circular 11/2011 (BA) (in German only)
• Recording schemas for the quarterly report and the amendment report
• 22.12.2011: Frequently Asked Questions to Circular 11/2011 (BA) (in German only)

Consultation 10/2011 – Draft circular superseding Circular 7/2007 (BA): interest rate risk in the banking book; calculating the impact of a sudden and unexpected change in interest rates

• 26.05.2011: Letter to the central associations representing the banking sector (in German only)
• 26.05.2011: Draft circular (in German only)
• 21.06.2011: Consultation period extended (in German only)

Circular 7/2007 (BA): Interest rate risk in the banking book; calculating the impact of a sudden and unexpected change in interest rates

• 06.11.2007: Circular 7/2007 (BA) (in German only)