The European Banking Authority (EBA) published a report detailing the medium- to long-term objectives of its IRRBB Heatmap, including key observations and recommendations for institutions and supervisors.
The European Banking Authority (EBA) has published a report outlining the medium- to long-term objectives of its interest rate risk in the banking book (IRRBB) Heatmap. The report includes key observations and recommendations aimed at institutions and supervisors.
In January 2024, the EBA released its Heatmap following IRRBB scrutiny, establishing a roadmap for monitoring IRRBB across short-, medium-, and long-term focus areas. The current report completes the milestones set in the IRRBB Heatmap and builds on guidance from the first implementation report published in February 2025.
The publication offers an analytical review, observations, and recommendations to inform supervisory dialogue and support institutions’ practices. Recommendations should be applied proportionately, considering each institution’s size, complexity, risk profile, and business model. The report does not introduce new regulatory requirements.
Key areas of focus include:
The regulatory framework has been strengthened through the publication of:
The latest versions of the EBA Guidelines on IRRBB and CSRBB have been fully applicable across the EU since 31 December 2023.
