Survey documents

Interest rate risk report (valid to 31.12.2018)

Name of survey
ZIRU, ZIRK
Forms
ZRxxx
Coverage
Information on interest rate risks in the banking book based on the recording of all main cash flows by lock-in period (pursuant to FINMA Circular 2008/6 Interest rate risk - banks)
Type of survey
Full sample survey
Reporting institutions
All banks and securities dealers (without branches of foreign banks in Switzerland and the the Principality of Liechtenstein)
Reporting entity
ZIRU: Parent company;
ZIRK: Group
Frequency
ZIRU: quarterly;
ZIRK: semi-annually
Deadline
45 days
Participants
Swiss Financial Market Supervisory Authority FINMA
Special provisions
Data is gathered by the National Bank on behalf of the Swiss Financial Market Supervisory Authority.



Previous survey releases

Interest rate risk report, Consolidated basis / Group (ZIRK)

Interest rate risk report, Individual basis / Parent company (ZIRU)