Survey and Quantitative Impact Study on Standards for Interest Rate Risk in Banking Book

Aug 18 2017
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The objective of this Survey and Quantitative Impact Study (QIS) on Standards for Interest Rate Risk in the Banking Book (IRRBB) is to undertake early mapping on IRRBB management practices in the Indonesian banking sector. This survey also intends to find out about gaps between the IRRBB measurement practices that banks conduct today (especially banks under BUKU 3 and BUKU 4 categories and foreign banks) with Basel IRRBB standards stated in OJK’s consultative paper on the IRRBB (June 22, 2017). Therefore, in order to complete the survey and provide quantitative data, first, banks are required to read carefully this consultative paper on the IRRBB.

The survey and data forms to be completed are presented in the attached Excel document (in Indonesian).  

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