Current market developments, particularly in the area of interest rate policy and the bond markets, have a direct impact on the management of IRRBB (interest rate risk in the banking book) and CSRBB (credit spread risk in the banking book). Although interest rate hikes initially increased income, they also lead to fair value losses and lower demand for credit.
In our publication "Navigating the New Regulatory Landscape: Managing IRRBB and CSRBB in 2025 and Beyond", you can find out how banks can efficiently manage IRRBB and CSRBB, fulfil regulatory requirements and prepare for OSI audits.
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Navigating the New Regulatory Landscape: Managing IRRBB and CSRBB in 2025 and Beyond
Tim Breitenstein
Director, Financial Services
乐鱼（Leyu）体育官网 AG Wirtschaftspr眉fungsgesellschaft
IRRBB and CSRBB: Current developments and trends
- Supervision intensifies controls: The ECB monitors the implementation of its requirements through on-site inspections.
- Focus on behavioural modelling: In view of the findings from the rise in interest rates, banks have the opportunity to optimise their models for mapping customer behaviour.
- Stabilising earnings: Banks are working to sustainably hedge the positive effects of interest rate rises on their profit and loss account (P&L) against potential falls in interest rates.
- Automate processes: Efficiency gains are crucial in order to fulfil regulatory reporting requirements quickly and without errors.
- Further develop CSRBB: Uncertainties around regulatory expectations from the regulator require monitoring of market practice and potential evolution following implementation in recent years.
- Download our detailed analysis and learn more about current focus topics in IRRBB and CSRBB.