{"id":28017,"date":"2026-11-09T09:00:00","date_gmt":"2026-11-09T13:00:00","guid":{"rendered":"https:\/\/gestionderiesgo.org\/?p=28017"},"modified":"2026-11-10T12:05:44","modified_gmt":"2026-11-10T16:05:44","slug":"bcbs-irrbb-additional-pillar-2-guidance-consultative-document","status":"publish","type":"post","link":"https:\/\/gestionderiesgo.org\/en\/bcbs-irrbb-additional-pillar-2-guidance-consultative-document\/","title":{"rendered":"Interest rate risk in the banking book: additional Pillar 2 guidance"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box fusion-builder-row-1 fusion-flex-container nonhundred-percent-fullwidth non-hundred-percent-height-scrolling\" style=\"--awb-border-sizes-top:0px;--awb-border-sizes-bottom:0px;--awb-border-sizes-left:0px;--awb-border-sizes-right:0px;--awb-border-radius-top-left:0px;--awb-border-radius-top-right:0px;--awb-border-radius-bottom-right:0px;--awb-border-radius-bottom-left:0px;--awb-padding-right:60px;--awb-padding-bottom:20px;--awb-padding-left:60px;--awb-padding-right-medium:30px;--awb-padding-left-medium:30px;--awb-padding-right-small:14px;--awb-padding-left-small:12px;--awb-flex-wrap:wrap;\" ><div class=\"fusion-builder-row fusion-row fusion-flex-align-items-flex-start fusion-flex-content-wrap\" style=\"max-width:1248px;margin-left: calc(-4% \/ 2 );margin-right: calc(-4% \/ 2 );\"><div class=\"fusion-layout-column fusion_builder_column fusion-builder-column-0 fusion_builder_column_1_1 1_1 fusion-flex-column\" style=\"--awb-bg-size:cover;--awb-width-large:100%;--awb-margin-top-large:0px;--awb-spacing-right-large:1.92%;--awb-margin-bottom-large:0px;--awb-spacing-left-large:1.92%;--awb-width-medium:100%;--awb-order-medium:0;--awb-spacing-right-medium:1.92%;--awb-spacing-left-medium:1.92%;--awb-width-small:100%;--awb-order-small:0;--awb-spacing-right-small:1.92%;--awb-spacing-left-small:1.92%;\"><div class=\"fusion-column-wrapper fusion-flex-justify-content-flex-start fusion-content-layout-column\"><link rel=\"stylesheet\" href=\"https:\/\/fonts.googleapis.com\/css2?family=Zilla+Slab:wght@500;600&display=swap\">\n<style>.fusion-page-title-bar{background-image:linear-gradient(135deg,#0E3351,#186392)!important;background-size:cover!important}\narticle h2.fusion-post-title,.fusion-meta-info,.about-author,.related-posts,.post-slideshow,.fusion-flexslider.post-slideshow{display:none!important}\n#cgr-pub{--navy:#0E3351;--blue:#186392;--web:#1A80B6;--red:#E22A3A;--ink:#1C2632;--slate:#5B6775;--line:#E1E7EE;--mist:#F2F5F8;\n width:100%;min-width:0;box-sizing:border-box;max-width:1120px;margin:0 auto;padding:6px 0 8px;color:var(--ink);font:400 16.5px\/1.65 \"Open Sans\",system-ui,-apple-system,\"Segoe UI\",sans-serif}\n#cgr-pub *{box-sizing:border-box}\n#cgr-pub a{color:var(--web)}\n#cgr-pub .cgp-head{display:grid;grid-template-columns:minmax(0,5fr) minmax(0,7fr);gap:44px;align-items:center;margin:6px 0 40px}\n#cgr-pub .cgp-cover{margin:0;border-radius:14px;overflow:hidden;box-shadow:0 18px 38px -20px rgba(14,51,81,.5)}\n#cgr-pub .cgp-cover img{display:block;width:100%;height:auto}\n#cgr-pub .cgp-cover.cgp-doc{position:relative;aspect-ratio:5\/4;background:#0E3351}\n#cgr-pub .cgp-cover.cgp-doc i{position:absolute;inset:-24px;background-size:cover;background-position:center;filter:blur(24px) saturate(1.1) brightness(.62)}\n#cgr-pub .cgp-cover.cgp-doc img{position:absolute;left:50%;top:50%;transform:translate(-50%,-50%);width:auto;height:auto;max-width:78%;max-height:88%;border-radius:3px;box-shadow:0 14px 30px rgba(0,0,0,.5)}\n#cgr-pub .cgp-kind{margin:0 0 6px;font-size:14.5px;font-weight:600;color:var(--blue)}\n#cgr-pub .cgp-title{margin:0 0 14px;font:600 clamp(25px,3vw,36px)\/1.16 \"Zilla Slab\",Georgia,serif;color:var(--navy);letter-spacing:-.005em}\n#cgr-pub .cgp-lead{margin:0 0 20px;font-size:18px;line-height:1.55;color:var(--ink)}\n#cgr-pub .cgp-facts{display:grid;grid-template-columns:repeat(2,minmax(0,1fr));gap:12px 28px;margin:0 0 24px;padding:16px 0;border-top:1px solid var(--line);border-bottom:1px solid var(--line)}\n#cgr-pub .cgp-facts div{min-width:0}\n#cgr-pub .cgp-facts dt{margin:0;font-size:13px;color:var(--slate)}\n#cgr-pub .cgp-facts dd{margin:0;font-weight:600;color:var(--navy);overflow-wrap:anywhere}\n#cgr-pub .cgp-actions{display:flex;flex-wrap:wrap;gap:12px}\n#cgr-pub .cgp-btn{display:inline-flex;align-items:center;gap:8px;padding:12px 20px;border-radius:10px;background:var(--web);color:#fff!important;font-weight:600;text-decoration:none!important;border:1.5px solid var(--web);transition:background .2s,transform .2s}\n#cgr-pub .cgp-btn:hover{background:var(--blue);border-color:var(--blue)}\n#cgr-pub .cgp-btn.alt{background:#fff;color:var(--blue)!important;border-color:var(--blue)}\n#cgr-pub .cgp-btn.alt:hover{background:var(--mist)}\n#cgr-pub .cgp-btn svg{width:18px;height:18px;flex:none;fill:none;stroke:currentColor;stroke-width:1.75;stroke-linecap:round;stroke-linejoin:round}\n#cgr-pub .cgp-body{display:grid;grid-template-columns:minmax(0,7fr) minmax(0,4fr);gap:48px;align-items:start}\n#cgr-pub .cgp-main h3,#cgr-pub .cgp-side h3{margin:0 0 12px;font:600 25px\/1.2 \"Zilla Slab\",Georgia,serif;color:var(--navy)}\n#cgr-pub .cgp-main h3:not(:first-child){margin-top:36px}\n#cgr-pub .cgp-main p{margin:0 0 15px;max-width:72ch;text-align:left}\n#cgr-pub .cgp-importa{margin:30px 0 0;padding:20px 22px;background:var(--mist);border-left:4px solid var(--blue);border-radius:0 12px 12px 0}\n#cgr-pub .cgp-importa h3{font-size:21px;margin:0 0 8px!important}\n#cgr-pub .cgp-importa p{margin:0;max-width:none}\n#cgr-pub .cgp-side{position:sticky;top:110px;display:grid;gap:22px}\n#cgr-pub .cgp-card{padding:22px;border:1px solid var(--line);border-radius:14px;background:#fff}\n#cgr-pub .cgp-card h3{font-size:21px}\n#cgr-pub .cgp-points{list-style:none;margin:0;padding:0;display:grid;gap:12px}\n#cgr-pub .cgp-points li{position:relative;padding-left:26px;font-size:15.5px;line-height:1.55}\n#cgr-pub .cgp-points li:before{content:\"\";position:absolute;left:0;top:7px;width:13px;height:13px;background:var(--red);clip-path:polygon(46% 0,98% 0,100% 2%,100% 55%,56% 99%,51% 99%,45% 56%,1% 52%,0 48%);opacity:.9}\n#cgr-pub .cgp-cite{margin:0;font-size:14.5px;line-height:1.55;color:var(--slate)}\n#cgr-pub .cgp-chips{display:flex;flex-wrap:wrap;gap:8px;margin:0;padding:0;list-style:none}\n#cgr-pub .cgp-chips a{display:inline-block;padding:5px 12px;border-radius:99px;background:var(--mist);color:var(--navy)!important;font-size:13.5px;text-decoration:none!important;border:1px solid var(--line)}\n#cgr-pub .cgp-chips a:hover{border-color:var(--web);color:var(--blue)!important}\n#cgr-pub .cgp-note{margin:34px 0 0;padding-top:16px;border-top:1px solid var(--line);font-size:14px;color:var(--slate);max-width:72ch}\n#cgr-pub .cgp-aviso{margin:22px 0 0;padding:12px 16px;border-radius:10px;background:#FFF8E6;border:1px solid #F0DFA8;font-size:14.5px;color:#5a4a12;max-width:72ch}\n#cgr-pub .cgp-back{margin:20px 0 0}\n#cgr-pub .cgp-back a{font-weight:600;text-decoration:none}\n#cgr-pub .cgp-back a:hover{text-decoration:underline}\n@media(max-width:900px){#cgr-pub .cgp-cover.cgp-doc{aspect-ratio:4\/3}#cgr-pub .cgp-head{grid-template-columns:minmax(0,1fr);gap:26px}#cgr-pub .cgp-body{grid-template-columns:minmax(0,1fr);gap:30px}#cgr-pub .cgp-side{position:static}}\n@media(max-width:520px){#cgr-pub{font-size:16px}#cgr-pub .cgp-facts{grid-template-columns:minmax(0,1fr)}#cgr-pub .cgp-btn{width:100%;justify-content:center}}\n<\/style>\n<div id=\"cgr-pub\">\n<header class=\"cgp-head\">\n<figure class=\"cgp-cover cgp-doc\"><i style=\"background-image:url(https:\/\/gestionderiesgo.org\/wp-content\/uploads\/2026\/11\/pub-bcbs-irrbb-additional-pillar-2-guidance-consultative-document.jpg?v=1794326710)\"><\/i><img fetchpriority=\"high\" src=\"https:\/\/gestionderiesgo.org\/wp-content\/uploads\/2026\/11\/pub-bcbs-irrbb-additional-pillar-2-guidance-consultative-document.jpg?v=1794326710\" width=\"720\" height=\"1018\" alt=\"Primera p\u00e1gina del documento: Interest rate risk in the banking book: additional Pillar 2 guidance\" loading=\"eager\" decoding=\"async\"><\/figure>\n<div class=\"cgp-intro\">\n<p class=\"cgp-kind\">Public consultation \u00b7 International body<\/p>\n<h2 class=\"cgp-title\">Interest rate risk in the banking book: additional Pillar 2 guidance<\/h2>\n<p class=\"cgp-lead\">After the inflation surge and the rise in rates, Basel proposes more demanding guidance on models, stress testing, embedded losses and earnings indicators, and a framework to compare peer banks.<\/p>\n<dl class=\"cgp-facts\"><div><dt>Organization<\/dt><dd>Basel Committee on Banking Supervision (BCBS)<\/dd><\/div><div><dt>Document date<\/dt><dd>9 November 2026<\/dd><\/div><div><dt>Type<\/dt><dd>Public consultation<\/dd><\/div><div><dt>Language<\/dt><dd>English<\/dd><\/div><div><dt>Scope<\/dt><dd>International<\/dd><\/div><div><dt>Length<\/dt><dd>57 p\u00e1ginas<\/dd><\/div><\/dl>\n<div class=\"cgp-actions\"><a class=\"cgp-btn\" href=\"https:\/\/www.bis.org\/publications\/interest-rate-risk-banking-book---additional-pillar-2-guidance\" target=\"_blank\" rel=\"noopener noreferrer\"><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><path d=\"M14 4h6v6\"\/><path d=\"M20 4l-9 9\"\/><path d=\"M18 14v5a1 1 0 0 1-1 1H5a1 1 0 0 1-1-1V7a1 1 0 0 1 1-1h5\"\/><\/svg>See the official source<\/a><a class=\"cgp-btn alt\" href=\"https:\/\/www.bis.org\/publications\/interest-rate-risk-banking-book-additional-pillar-2-guidance_0.pdf\" target=\"_blank\" rel=\"noopener noreferrer\"><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><path d=\"M7 3h7l5 5v12a1 1 0 0 1-1 1H7a1 1 0 0 1-1-1V4a1 1 0 0 1 1-1z\"\/><path d=\"M14 3v5h5\"\/><path d=\"M9 14h6\"\/><path d=\"M9 17h4\"\/><\/svg>PDF document<\/a><\/div>\n<\/div>\n<\/header>\n<div class=\"cgp-body\">\n<div class=\"cgp-main\">\n<h3>What it contains<\/h3>\n<p>On 9 November 2026 the Basel Committee on Banking Supervision published, as a consultative document, a proposal for additional Pillar 2 guidance on interest rate risk in the banking book (IRRBB). It starts from the Committee\u2019s finding, in its analytical work of recent years, of shortcomings in banks\u2019 fundamental management of certain basic banking risks, including IRRBB, which was tested by the acceleration of inflation, the sharp rise in rates and heightened volatility. The proposal creates standalone guidelines that complement the current framework and replace the application guidance in chapter SRP98 of the Basel Framework, amends chapter SRP31 and plans to move the content of SRP98 into section MIR20 of the consolidated guidelines, subject to a separate consultation on consequential amendments.<\/p><p>For banks, the proposal sets out practices in five areas: model risk governance and management, with validation and performance monitoring of models through backtesting of forecasts for non-maturity deposits, mortgage prepayment speed and deposit pricing, as well as key assumptions, time series and third-party vendor data; stress testing with several levels of rate shocks and non-parallel curves, revealing reliance on certain deposit segments and the non-linear effect of rate changes; IRRBB controls, including limits and authorised hedges; the treatment of embedded losses in securities held at amortised cost, with their effect on the economic value of equity (EVE) and capital headroom; and short- and medium-term earnings indicators, such as net interest income (NII) sensitivity, which complement the supervisory outlier test because, given its long horizon, it can conceal effects on earnings.<\/p><p>For supervisors, it introduces a peer comparison framework, with reference groups defined by static, operational or idiosyncratic dimensions, to identify earlier the banks with potentially excessive exposure and to apply tools such as supervisory backtesting of deposit models. It also creates \u201cSupervisory Information\u201d: data that banks would report on modelling practices, stress testing, hedging, earnings indicators and embedded losses, in order to close data gaps, improve the transparency of internal reporting and strengthen independent validation. Comments are received until 9 February 2027. The 57-page document includes in its annex the proposed edits to chapters SRP31 and SRP98.<\/p>\n<section class=\"cgp-importa\"><h3>Why it matters for risk management<\/h3><p>It is a reference for reviewing how non-maturity deposits, prepayments and rate pass-through are modelled and validated, how the balance sheet is stressed and how much embedded losses in investment portfolios weigh on capital. For market risk, asset and liability management and model validation teams it offers a list of topics for self-assessing practices and preparing comments. It is a consultative document addressed to the jurisdictions that are members of the Basel Committee: it is not a rule and does not bind the Superintendency of Banks or the Central Bank of the Dominican Republic, and its text may change in the final version.<\/p><\/section>\n<p class=\"cgp-aviso\">This summary describes the public consultation version (comments are received until 9 February 2027). The text may change in the final document; the summary will be updated when it is published.<\/p><p class=\"cgp-note\">Resumen elaborado por el Club de Gesti\u00f3n de Riesgos de la Rep\u00fablica Dominicana a partir de la lectura del documento original, con fuente verificada el 10 de noviembre de 2026. No sustituye la lectura del texto oficial ni constituye asesor\u00eda.<\/p>\n<p class=\"cgp-back\"><a href=\"\/en\/publicaciones\/\">See all publications<\/a><\/p>\n<\/div>\n<aside class=\"cgp-side\">\n<section class=\"cgp-card\"><h3>Key points<\/h3><ul class=\"cgp-points\"><li>Additional Pillar 2 guidance under consultation until 9 February 2027: it amends SRP31, replaces the SRP98 application guidance and plans to move it to MIR20 of the consolidated guidelines.<\/li><li>Model risk: regular validation and monitoring of models for non-maturity deposits, mortgage prepayment and deposit pricing, with early warning indicators.<\/li><li>Stress tests with several levels of rate shocks and non-parallel curves, to see reliance on deposit segments and the non-linear effects of rates.<\/li><li>Embedded losses in securities held at amortised cost: report their effect on EVE and capital headroom to senior management and the supervisor, with the corresponding hedges and stress tests.<\/li><li>Short- and medium-term earnings indicators (NII sensitivity relative to Tier 1 capital, to realised NII and to the three-year average of core operating profit) and \u201cSupervisory Information\u201d with peer comparison.<\/li><\/ul><\/section>\n<section class=\"cgp-card\"><h3>How to cite it<\/h3><p class=\"cgp-cite\">Basel Committee on Banking Supervision (2026). Interest rate risk in the banking book: additional Pillar 2 guidance, consultative document. Basel: Bank for International Settlements, 9 November 2026.<\/p><\/section>\n<section class=\"cgp-card\"><h3>Topics<\/h3><ul class=\"cgp-chips\"><li><a href=\"\/en\/publicaciones\/?tema=normativa-y-gobierno-corporativo\">Regulation and corporate governance<\/a><\/li><li><a href=\"\/en\/publicaciones\/?tema=riesgo-de-mercado-y-liquidez\">Market and liquidity risk<\/a><\/li><li><a href=\"\/en\/publicaciones\/?tema=pruebas-de-estres\">Stress tests<\/a><\/li><\/ul><\/section>\n<\/aside>\n<\/div>\n<\/div><link rel=\"stylesheet\" href=\"https:\/\/fonts.googleapis.com\/css2?family=Zilla+Slab:wght@500;600&display=swap\">\n<footer id=\"cgr-foot\" aria-label=\"Footer of the Risk Management Club\">\n<style>\n#main{padding-bottom:0!important}\n.fusion-fullwidth:has(#cgr-foot),.fusion-layout-column:has(#cgr-foot){padding-bottom:0!important;margin-bottom:0!important}\n.post-content:has(#cgr-foot)>p:last-child{margin:0!important}\n#cgr-foot{--navy:#0E3351;--blue:#186392;--web:#1A80B6;--red:#E22A3A;--ink:#1C2632;--slate:#5B6775;--line:#D9E1EA;--mist:#F2F5F8;\n  position:relative;margin:96px 0 0;padding:0;background:var(--mist);box-shadow:0 0 0 100vmax var(--mist);clip-path:inset(0 -100vmax);\n  color:var(--ink);font-family:\"Open Sans\",sans-serif;font-size:15px;line-height:1.6;width:100%;min-width:0;box-sizing:border-box}\n#cgr-foot *{box-sizing:border-box}\n#cgr-foot a{color:var(--ink);text-decoration:none}\n#cgr-foot a:hover{color:var(--web)}\n#cgr-foot a:focus-visible{outline:2px solid var(--web);outline-offset:3px;border-radius:4px}\n#cgr-foot h2,#cgr-foot h3{font-family:\"Zilla Slab\",Georgia,serif;color:var(--navy);margin:0;font-weight:600;letter-spacing:0}\n#cgr-foot p{margin:0}\n#cgr-foot ul{list-style:none;margin:0;padding:0}\n\n#cgr-foot .cgf-ask{display:flex;flex-wrap:wrap;align-items:center;justify-content:space-between;gap:16px 32px;padding:34px 0 30px;border-bottom:1px solid var(--line)}\n#cgr-foot .cgf-ask h2{font-size:clamp(21px,2vw,25px);line-height:1.25}\n#cgr-foot .cgf-ask p{margin-top:4px;color:var(--slate)}\n#cgr-foot .cgf-btn{display:inline-flex;align-items:center;gap:8px;height:46px;padding:0 22px;border-radius:999px;background:var(--navy);color:#fff!important;font-weight:600;font-size:15px;transition:background .15s}\n#cgr-foot .cgf-btn:hover{background:var(--web)}\n#cgr-foot .cgf-btn svg{width:18px;height:18px;fill:none;stroke:currentColor;stroke-width:1.8;stroke-linecap:round;stroke-linejoin:round}\n\n#cgr-foot .cgf-main{display:grid;grid-template-columns:minmax(0,1.35fr) repeat(3,minmax(0,1fr)) minmax(0,1.2fr);gap:36px 32px;padding:44px 0 40px}\n#cgr-foot .cgf-brand img{display:block;width:178px;height:auto}\n#cgr-foot .cgf-brand p{margin-top:16px;color:var(--slate);font-size:14.5px;max-width:34ch}\n#cgr-foot .cgf-soc{display:flex;gap:8px;margin-top:18px}\n#cgr-foot .cgf-soc a{display:flex;align-items:center;justify-content:center;width:38px;height:38px;border-radius:50%;border:1px solid var(--line);background:#fff;color:var(--navy);transition:background .15s,color .15s,border-color .15s}\n#cgr-foot .cgf-soc a:hover{background:var(--navy);border-color:var(--navy);color:#fff}\n#cgr-foot .cgf-soc svg{width:17px;height:17px;fill:currentColor}\n#cgr-foot h3{font-size:17px;margin-bottom:14px}\n#cgr-foot .cgf-col li + li{margin-top:7px}\n#cgr-foot .cgf-col a{font-size:14.5px;color:#3b4652}\n#cgr-foot .cgf-col a:hover{color:var(--web)}\n#cgr-foot .cgf-ct li{display:flex;gap:10px;font-size:14.5px;color:#3b4652}\n#cgr-foot .cgf-ct li + li{margin-top:10px}\n#cgr-foot .cgf-ct svg{flex:none;width:18px;height:18px;margin-top:3px;fill:none;stroke:var(--blue);stroke-width:1.75;stroke-linecap:round;stroke-linejoin:round}\n#cgr-foot .cgf-ct li a.cgf-wa{display:inline-flex;vertical-align:middle;margin-left:8px}\n#cgr-foot .cgf-ct li a.cgf-wa svg{width:18px;height:18px;margin:0;fill:#25D366;stroke:none}\n\n#cgr-foot .cgf-bar{display:flex;flex-wrap:wrap;align-items:center;justify-content:space-between;gap:14px 28px;padding:20px 0 26px;border-top:1px solid var(--line);font-size:13px;color:var(--slate)}\n#cgr-foot .cgf-pol{display:flex;flex-wrap:wrap;gap:4px 16px}\n#cgr-foot .cgf-pol a{color:var(--slate);font-size:13px}\n#cgr-foot .cgf-pol a:hover{color:var(--web)}\n#cgr-foot .cgf-legal{display:flex;align-items:center;gap:16px}\n#cgr-foot .cgf-pay{display:block;height:30px;width:auto}\n\n@media (max-width:1080px){#cgr-foot .cgf-main{grid-template-columns:repeat(4,minmax(0,1fr))}#cgr-foot .cgf-brand{grid-column:1\/-1;display:flex;flex-wrap:wrap;align-items:center;gap:16px 32px;padding-bottom:28px;border-bottom:1px solid var(--line)}#cgr-foot .cgf-brand p{margin:0;flex:1 1 260px}#cgr-foot .cgf-soc{margin:0}}\n@media (max-width:640px){#cgr-foot{margin-top:64px}#cgr-foot .cgf-main{grid-template-columns:1fr 1fr;gap:30px 20px;padding:34px 0}#cgr-foot .cgf-brand{display:block}#cgr-foot .cgf-brand p{margin-top:14px}#cgr-foot .cgf-soc{margin-top:16px}#cgr-foot .cgf-ct{grid-column:1\/-1}\n  #cgr-foot .cgf-ask .cgf-btn{width:100%;justify-content:center}#cgr-foot .cgf-bar{flex-direction:column;align-items:flex-start}}\n<\/style>\n\n<div class=\"cgf-ask\">\n  <div>\n    <h2>Looking for an event on a specific topic?<\/h2>\n    <p>Tell us which topics you would like to see at our upcoming events.<\/p>\n  <\/div>\n  <a class=\"cgf-btn\" href=\"mailto:info@gestionderiesgo.org\"><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><rect x=\"3\" y=\"5\" width=\"18\" height=\"14\" rx=\"2\"\/><path d=\"m3.5 6.5 8.5 6.5 8.5-6.5\"\/><\/svg>Write to us<\/a>\n<\/div>\n\n<div class=\"cgf-main\">\n  <div class=\"cgf-brand\">\n    <img decoding=\"async\" src=\"https:\/\/gestionderiesgo.org\/wp-content\/uploads\/2025\/10\/LOGO-TRABAJO.png\" alt=\"Club de Gesti\u00f3n de Riesgos de la Rep\u00fablica Dominicana\" width=\"178\" height=\"108\" loading=\"lazy\">\n    <p>A non-profit association that promotes risk culture and best practices in integrated risk management, financial and non-financial, across the integrated financial system and the real sector, with a regional outlook.<\/p>\n    <div class=\"cgf-soc\">\n      <a href=\"https:\/\/www.linkedin.com\/company\/club-de-gesti%C3%B3n-de-riesgos-rd\/\" target=\"_blank\" rel=\"noopener\" aria-label=\"LinkedIn\"><svg viewbox=\"0 0 24 24\"><path d=\"M5.2 8.6H8.5V19H5.2zM6.9 3.5a1.9 1.9 0 1 1 0 3.8 1.9 1.9 0 0 1 0-3.8ZM10.6 8.6h3.1V10c.5-.9 1.6-1.7 3.3-1.7 3.5 0 4.1 2.2 4.1 5.1V19h-3.3v-5c0-1.2 0-2.7-1.7-2.7s-1.9 1.3-1.9 2.6V19h-3.3z\"\/><\/svg><\/a>\n      <a href=\"https:\/\/www.youtube.com\/channel\/UCgyWVnQOIYTYnBP25t3wikA\" target=\"_blank\" rel=\"noopener\" aria-label=\"YouTube\"><svg viewbox=\"0 0 24 24\"><path d=\"M21.6 7.2a2.7 2.7 0 0 0-1.9-1.9C18 4.8 12 4.8 12 4.8s-6 0-7.7.5a2.7 2.7 0 0 0-1.9 1.9C2 8.9 2 12 2 12s0 3.1.4 4.8a2.7 2.7 0 0 0 1.9 1.9c1.7.5 7.7.5 7.7.5s6 0 7.7-.5a2.7 2.7 0 0 0 1.9-1.9c.4-1.7.4-4.8.4-4.8s0-3.1-.4-4.8ZM10 15V9l5.2 3Z\"\/><\/svg><\/a>\n      <a href=\"https:\/\/www.instagram.com\/gestionriesgodr\/\" target=\"_blank\" rel=\"noopener\" aria-label=\"Instagram\"><svg viewbox=\"0 0 24 24\"><path d=\"M12 7.3a4.7 4.7 0 1 0 0 9.4 4.7 4.7 0 0 0 0-9.4Zm0 7.7a3 3 0 1 1 0-6 3 3 0 0 1 0 6Zm6-7.9a1.1 1.1 0 1 1-2.2 0 1.1 1.1 0 0 1 2.2 0ZM12 4.6c2.4 0 2.7 0 3.6.1 2.4.1 3.6 1.3 3.7 3.7.1.9.1 1.2.1 3.6s0 2.7-.1 3.6c-.1 2.4-1.3 3.6-3.7 3.7-.9.1-1.2.1-3.6.1s-2.7 0-3.6-.1c-2.4-.1-3.6-1.3-3.7-3.7-.1-.9-.1-1.2-.1-3.6s0-2.7.1-3.6c.1-2.4 1.3-3.6 3.7-3.7.9-.1 1.2-.1 3.6-.1ZM12 3c-2.4 0-2.8 0-3.7.1-3.3.2-5 1.9-5.2 5.2C3 9.2 3 9.6 3 12s0 2.8.1 3.7c.2 3.3 1.9 5 5.2 5.2.9.1 1.3.1 3.7.1s2.8 0 3.7-.1c3.3-.2 5-1.9 5.2-5.2.1-.9.1-1.3.1-3.7s0-2.8-.1-3.7c-.2-3.3-1.9-5-5.2-5.2C14.8 3 14.4 3 12 3Z\"\/><\/svg><\/a>\n      <a href=\"https:\/\/www.facebook.com\/gestionriesgodr\/\" target=\"_blank\" rel=\"noopener\" aria-label=\"Facebook\"><svg viewbox=\"0 0 24 24\"><path d=\"M13.5 21v-7.5H16l.4-3h-2.9V8.6c0-.9.3-1.5 1.5-1.5h1.5V4.4c-.3 0-1.2-.1-2.2-.1-2.2 0-3.7 1.3-3.7 3.8v2.4H8.1v3h2.5V21z\"\/><\/svg><\/a>\n      <a href=\"https:\/\/twitter.com\/gestionriesgodr\" target=\"_blank\" rel=\"noopener\" aria-label=\"X (Twitter)\"><svg viewbox=\"0 0 24 24\"><path d=\"M17.5 3.5h3l-6.6 7.5 7.8 9.5h-6.1l-4.8-5.9-5.5 5.9h-3l7.1-8L2.7 3.5H9l4.3 5.4Zm-1 15.3h1.7L7.6 5.1H5.8Z\"\/><\/svg><\/a>\n    <\/div>\n  <\/div>\n  <nav class=\"cgf-col\" aria-label=\"The Club\">\n    <h3>The Club<\/h3>\n    <ul>\n      <li><a href=\"\/en\/quienes-somos\/\">About us<\/a><\/li>\n      <li><a href=\"\/en\/miembros-fundadores-y-directores\/\">Founders and directors<\/a><\/li>\n      <li><a href=\"\/en\/comisiones-de-trabajo\/\">Working committees<\/a><\/li>\n      <li><a href=\"\/en\/organigrama\/\">Organization Chart<\/a><\/li>\n      <li><a href=\"\/en\/estatutos\/\">Bylaws<\/a><\/li>\n      <li><a href=\"\/en\/reglamento-interno\/\">Internal regulations<\/a><\/li>\n    <\/ul>\n  <\/nav>\n  <nav class=\"cgf-col\" aria-label=\"Membership and training\">\n    <h3>Membership<\/h3>\n    <ul>\n      <li><a href=\"\/en\/quienes-pueden-ser-miembros\/\">Who can become a member?<\/a><\/li>\n      <li><a href=\"\/en\/socios-protectores\/\">Sponsor members<\/a><\/li>\n      <li><a href=\"\/en\/formulario-de-inscripcion\/\">Apply for membership<\/a><\/li>\n      <li><a href=\"\/en\/gestor-global-de-riesgos\/\">International certification<\/a><\/li>\n      <li><a href=\"\/en\/otras-certificaciones\/\">Other certifications<\/a><\/li>\n    <\/ul>\n  <\/nav>\n  <nav class=\"cgf-col\" aria-label=\"Activities\">\n    <h3>Activities<\/h3>\n    <ul>\n      <li><a href=\"\/en\/proximos-eventos\/\">Upcoming events<\/a><\/li>\n      <li><a href=\"\/en\/webinars-celebrados\/\">Past webinars<\/a><\/li>\n      <li><a href=\"\/en\/blog\/\">CGR Blog<\/a><\/li>\n      <li><a href=\"\/en\/noticias\/\">News<\/a><\/li>\n      <li><a href=\"\/en\/publicaciones-y-o-comunicaciones\/\">Documents of interest<\/a><\/li>\n      <li><a href=\"\/en\/forum\/\">Forum<\/a><\/li>\n    <\/ul>\n  <\/nav>\n  <div class=\"cgf-col cgf-ct\">\n    <h3>Contact<\/h3>\n    <ul>\n      <li><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><path d=\"M12 21s-6.5-5.6-6.5-11a6.5 6.5 0 0 1 13 0c0 5.4-6.5 11-6.5 11Z\"\/><circle cx=\"12\" cy=\"10\" r=\"2.3\"\/><\/svg><span>La Isla Building, office 206. Av. Tiradentes at the corner of Presidente Gonz\u00e1lez, Ensanche Naco, Santo Domingo<\/span><\/li>\n      <li><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><path d=\"M5 4h4l2 5-2.5 1.5a11 11 0 0 0 5 5L15 13l5 2v4a2 2 0 0 1-2 2A16 16 0 0 1 3 6a2 2 0 0 1 2-2\"\/><\/svg><span><a href=\"tel:+18097453289\">809-745-3289<\/a><br><a href=\"tel:+18494774959\">849-477-4959<\/a><a class=\"cgf-wa\" href=\"https:\/\/wa.me\/18494774959\" target=\"_blank\" rel=\"noopener\" aria-label=\"Escribir por WhatsApp al 849-477-4959 (se abre en una pesta\u00f1a nueva)\" title=\"WhatsApp\"><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><path d=\"M17.472 14.382c-.297-.149-1.758-.867-2.03-.967-.273-.099-.471-.148-.67.15-.197.297-.767.966-.94 1.164-.173.199-.347.223-.644.075-.297-.15-1.255-.463-2.39-1.475-.883-.788-1.48-1.761-1.653-2.059-.173-.297-.018-.458.13-.606.134-.133.298-.347.446-.52.149-.174.198-.298.298-.497.099-.198.05-.371-.025-.52-.075-.149-.669-1.612-.916-2.207-.242-.579-.487-.5-.669-.51-.173-.008-.371-.01-.57-.01-.198 0-.52.074-.792.372-.272.297-1.04 1.016-1.04 2.479 0 1.462 1.065 2.875 1.213 3.074.149.198 2.096 3.2 5.077 4.487.709.306 1.262.489 1.694.625.712.227 1.36.195 1.871.118.571-.085 1.758-.719 2.006-1.413.248-.694.248-1.289.173-1.413-.074-.124-.272-.198-.57-.347m-5.421 7.403h-.004a9.87 9.87 0 01-5.031-1.378l-.361-.214-3.741.982.998-3.648-.235-.374a9.86 9.86 0 01-1.51-5.26c.001-5.45 4.436-9.884 9.888-9.884 2.64 0 5.122 1.03 6.988 2.898a9.825 9.825 0 012.893 6.994c-.003 5.45-4.437 9.884-9.885 9.884m8.413-18.297A11.815 11.815 0 0012.05 0C5.495 0 .16 5.335.157 11.892c0 2.096.547 4.142 1.588 5.945L.057 24l6.305-1.654a11.882 11.882 0 005.683 1.448h.005c6.554 0 11.89-5.335 11.893-11.893a11.821 11.821 0 00-3.48-8.413Z\"\/><\/svg><\/a><\/span><\/li>\n      <li><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><rect x=\"3\" y=\"5\" width=\"18\" height=\"14\" rx=\"2\"\/><path d=\"m3.5 6.5 8.5 6.5 8.5-6.5\"\/><\/svg><a href=\"mailto:info@gestionderiesgo.org\">info@gestionderiesgo.org<\/a><\/li>\n      <li><svg viewbox=\"0 0 24 24\" aria-hidden=\"true\"><circle cx=\"12\" cy=\"12\" r=\"9\"\/><path d=\"M12 7v5l3 2\"\/><\/svg><span>Monday to Thursday, 8:30 a.m. to 5:30 p.m.<br>Friday, 8:30 a.m. to 5:00 p.m.<\/span><\/li>\n    <\/ul>\n  <\/div>\n<\/div>\n\n<div class=\"cgf-bar\">\n  <div class=\"cgf-legal\"><img decoding=\"async\" class=\"cgf-pay\" src=\"https:\/\/gestionderiesgo.org\/wp-content\/uploads\/2023\/01\/Verified.png\" alt=\"Verified by Visa y Mastercard ID Check\" width=\"101\" height=\"34\" loading=\"lazy\"><p>\u00a9 2026 Gesti\u00f3n de Riesgo RD, SRL. All rights reserved.<\/p><\/div>\n  <nav class=\"cgf-pol\" aria-label=\"Policies\">\n    <a href=\"\/en\/politicasdeprivacidad\/\">Privacy<\/a><a href=\"\/en\/terminos-y-condiciones-2\/\">Terms and Conditions<\/a><a href=\"\/en\/politicas-de-reembolso\/\">Delivery and refunds<\/a><a href=\"\/en\/politicas-de-seguridad\/\">Security<\/a><a href=\"\/en\/preguntas-frecuentes\/\">Frequently asked questions<\/a>\n  <\/nav>\n<\/div>\n<\/footer>\n<\/div><\/div><\/div><\/div>","protected":false},"excerpt":{"rendered":"<p>The Basel Committee proposes additional Pillar 2 guidance for managing interest rate risk in the banking book: deposit models, stress testing, embedded losses in securities and earnings indicators, with more information for supervisors.<\/p>","protected":false},"author":1,"featured_media":28016,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":true,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"cgp_org":"Comit\u00e9 de Supervisi\u00f3n Bancaria de Basilea","cgp_siglas":"BCBS","cgp_tipo":"Consulta p\u00fablica","cgp_fecha":"2026-11-09","cgp_url":"https:\/\/www.bis.org\/publications\/interest-rate-risk-banking-book---additional-pillar-2-guidance","cgp_pdf":"https:\/\/www.bis.org\/publications\/interest-rate-risk-banking-book-additional-pillar-2-guidance_0.pdf","cgp_idioma":"Ingl\u00e9s","cgp_pais":"Internacional","cgp_temas":"Normativa y gobierno corporativo,Riesgo de mercado y liquidez,Pruebas de estr\u00e9s","cgp_portada":"https:\/\/gestionderiesgo.org\/wp-content\/uploads\/2026\/11\/pub-bcbs-irrbb-additional-pillar-2-guidance-consultative-document.jpg","cgp_verificado":"2026-11-10","cgp_origen":"nueva","cgp_fuente":"Organismo internacional","cgp_paginas":"57","cgp_autores":"","cgp_fecha_texto":"","cgp_portada_tipo":"doc","_jetpack_hide_featured_image":false,"_jetpack_featured_image_duplicate_dismissed":0,"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[74],"tags":[],"class_list":["post-28017","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-publicaciones-del-sector"],"jetpack_sharing_enabled":true,"jetpack_featured_media_url":"https:\/\/gestionderiesgo.org\/wp-content\/uploads\/2026\/11\/pub-bcbs-irrbb-additional-pillar-2-guidance-consultative-document.jpg","_links":{"self":[{"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/posts\/28017","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/comments?post=28017"}],"version-history":[{"count":1,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/posts\/28017\/revisions"}],"predecessor-version":[{"id":28018,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/posts\/28017\/revisions\/28018"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/media\/28016"}],"wp:attachment":[{"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/media?parent=28017"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/categories?post=28017"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/gestionderiesgo.org\/en\/wp-json\/wp\/v2\/tags?post=28017"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}