Weighted average repricing date

EBA Q&A 2023_6914 · Rejected question

Question

In the "ITS ON SUPERVISORY REPORTING FOR IRRBB" is mentioned that the institution has to report the "weighted average repricing date" in J 08.00 and J 09.00: Relevant parameters. Can you please clarify what kind of figure is expected? Does the institutuions has to fill in a date e.g. '30.09.2029' or a number e.g. '5' for five years?

Background on the question

In the "ITS ON SUPERVISORY REPORTING FOR IRRBB" is mentioned that the institution has to report the "weighted average repricing date" in J 08.00 and J 09.00: Relevant parameters.

Answer

This question has been rejected because the issue it deals with is already explained or addressed in the technical package for phase 3 of EBA's 3.3 reporting framework (IRRBB).For further information on the purpose of this tool and on how to submit questions, please see 'Additional background and guidance for asking questions'.

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