Reply & Receive the Report

MORS Software invites you to take part in the 2nd annual IRR Survey 2018.

The survey is open for replies until 15 February 2018. All participants will receive the survey report during March 2018. It takes 1-3 minutes to complete the eight questions.
The survey investigates and updates on how banks are progressing with implementing IRR monitoring and management capabilities. Furthermore, the survey investigates the capabilities of banks to measure and monitor Interest Rate Risks (IRR) and IRR scenarios. The scenarios include regulatory requirements (such as IRRBB), internal risk scenarios and supervisory stress tests.

 
Thank you very much in advance for your participation. 
 

* 1. How frequently are you able to monitor and measure IRR (Interest Rate Risk) limits and sub-limits by currency, product etc.?

* 2. How frequently are you able to assess and measure the sensitivity to key assumptions and parameters for IRRBB (Interest Rate Risk in the Banking Book)?

* 3. Please rank the importance of the below drivers for calculating IRR scenarios and stress testing.
(1 not important – 5 very important)

  1 2 3 4 5 Do not know
Regulatory compliance (e.g. IRRBB)
Internal planning process
Internal risk management
Other

* 4. Which metric would you consider as the primary driver in managing IRRBB, for your internal steering purposes?

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