EBA publishes final guidance to strengthen the Pillar 2 framework

On July 19th, 2018 the European Banking Authority (EBA) has published its final revised Guidelines which aim to further enhance institutions’ supervisory review and examination process (SREP). The Guidelines focus on stress testing which will be used in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRRBB). [...]