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Final Report

Final Report

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FINAL REPORT ON DRAFT ITS ON IRRBB DISCLOSURE . 5 . 7. In CRR2, the disclosure requirements on IRRBB exposures are provided in Article 448, which requires institutions to disclose, as from 28 June 2021, quantitative and qualitative information on the risks arising from potential changes in interest rates that affect both the economic value of

  Report, Disclosures

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