EBA to scrutinise banking book models amid macro turmoil

Banking regulator raises concerns as bankers doubt their IFRS 9 and IRRBB models

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Delphine Reymondon ,European Banking Authority ,European Banking Authority Eba ,Europe ,Deposits ,Nterest Rate Risk In The Banking Book Irrbb ,Internal Models ,Odelling ,Pillar 2 ,Ifrs 9 ,Credit Risk ,Regulation ,