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 of 5 April 1993 on the financial sector
11 December 2020 - Updated on 16 January 2024
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
19 February 2008 - Updated on 16 January 2024
on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities
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