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).