Part

Disclosure (CRR)

Article

Article 17a Disclosure of Exposures to Interest Rate Risk on Positions Not Held in the Trading Book

Printed on: 30/04/2024

Rulebook at: 01/01/2022

Article 17a Disclosure of Exposures to Interest Rate Risk on Positions Not Held in the Trading Book

Institutions shall make the disclosures required in Article 448 of the CRR as follows:

  1. (a) For the disclosures required in points (c), (d), (e), (f), and (g) of Article 448(1) of the CRR, in accordance with the Table UK IRRBBA of Annex XXXVII and the relevant instructions set out in Annex XXXVIII.
  2. (b) For the disclosures required in points (a) and (b) of Article 448(1) of the CRR, in accordance with the Template UK IRRBB1 of Annex XXXVII and the relevant instructions set out in Annex XXXVIII.
  • 01/01/2022