APRA finalises revised Interest Rate Risk in the Banking Book requirements
APRA has updated its framework for Interest Rate Risk in the Banking Book (IRRBB) requirements for ADIs.
APRA has issued the final revised Prudential Standard APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book (APS 117), Reporting Standard ARS 117.0 IRRBB Repricing Analysis Collection (ARS 117.0) and Reporting Standard ARS 117.1 IRRBB Capital Charge Collection (ARS 117.1). Accompanying the final revised prudential and reporting standards are the final revised practice guides. The final revised APS 117 will be effective from 1 October 2025. Read more here.
Policies affected: Risk frameworks
Organisations affected: APRA ADIs
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