EBA's New Reporting Templates for IRRBB
The first reporting using the EBA's new IRRBB reporting templates must be received by FI by 11 November 2024, for the reference date of 30 September 2024. The new templates impose extensive reporting requirements, such as NII and modelled behavioural cash flows, including non-maturity deposits (NMD).
Our experience shows that the sensitivity to IRRBB can be significantly affected when modelling NMD and other behavioural cash flows. In addition, the implementation of the new detailed reporting templates for each currency is both time-consuming and complex.
If you have already implemented the EBA's new reporting templates and want to ensure that everything is correct, NFC can assist with quality assurance. For those who have not yet started implementation, we offer our proprietary end-to-end solution, which manages the new modelling requirements and automates the completion of the reporting templates, making the process both faster and smoother.
Next Steps
NFC has extensive experience in both IRRBB and regulatory reporting. Read more about our regulatory reporting services or contact us if you need help preparing for the first reporting.
