Circular CSSF 08/338 (as amended by Circulars CSSF 16/642, 20/762 and 24/849)
on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities
Related documents
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16 January 2024
Circular CSSF 24/849
Update of Circular CSSF 08/338 as amended by Circulars CSSF 16/642 and 20/762 on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities pursuant to Article 53-7(4) of the Law…
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11 December 2020 - Updated on 16 January 2024
ESPREP-BNNNN-YYYY-MM-STT
Reporting template ESREP-BNNN-YYYY-MM-STT and Reporting instructions on interest rate risk in the banking book (IRRBB) pursuant to circular CSSF 08/338 as amended
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11 December 2020
Circular CSSF 20/762
Update of Circular CSSF 08/338, as amended by Circular CSSF 16/642, on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities following the adoption of the European Banking Authority (EBA)…
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17 July 2007 - Updated on 23 October 2020
Circular CSSF 07/301 (as amended by Circulars CSSF 08/338, 09/403, 11/506, 13/568 and 20/753)
Implementation of the Internal Capital Adequacy Assessment Process (ICAAP)
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5 August 2016
Circular CSSF 16/642
Update of Circular CSSF 08/338 regarding the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities and of Circular CSSF 12/552 on the central administration, internal governance and risk management following…