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Interest rate risk

Credit institutions are required to calculate, on a regular basis, the impact of a sudden and unexpected change in interest rates on their interest rate risk in the banking book and to report this to supervisors. You will find the requirements which are currently in force in BaFin Circular 9/2018 (BA).

Circular

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The Deutsche Bundesbank’s ExtraNet

This prudential reporting platform should be used to report the Basel interest rate risk coefficient. It enables the information to be recorded directly on the reporting form