14 mars 2025
The model reports for prudential reporting to the NBB which have been distributed earlier this week, erroneously still mention “table 90.30” for the reporting of the interest rate risk in the banking book. Following the Implementing Regulation (EU) 2024/855 of 15 March 2024, this reporting table was, however, replaced by other reporting tables from 30 September 2024 onwards.
To correctly reflect the above change, the reference to the reporting table will need to be amended in the model reports for the following institutions:
The amended text of the affected paragraphs can be obtained by contacting the scientific secretariat (v.sablon@irefi-iraif.be).
If you would have further questions, do not hesitate to contact Veerle Sablon.