In order to report information on their interest rate risk in the banking book in accordance with Article 430(1) of Regulation (EU) No 575/2013, institutions shall submit the information specified in Annex XXVIII on an individual and a consolidated basis, in accordance with the instructions laid down in Annex XXIX, with the following frequencies, depending on the nature of the reporting institutions:
template 1 with a quarterly frequency by all institutions;
templates 2, 5 and 8 with a quarterly frequency by large institutions;
templates 3 and 6 with quarterly frequency by institutions that are neither large institutions nor small and non-complex institutions;
templates 4 and 7 with a quarterly frequency by small and non-complex institutions;
template 9 with quarterly frequency by institutions that are neither large institutions nor small and non-complex institutions and by small and non-complex institutions;
template 10 with an annual frequency by large institutions;
template 11 with annual frequency by institutions that are neither large institutions nor small and non-complex institutions and by small and non-complex institutions.