Survey documents

Interest rate risk report (valid from March 31, 2019)

Name of survey
ZIR_U, ZIR_K
Forms
ZIRx_xxx
Coverage
Information on interest rate risks in the banking book based on the recording of all material cash flows according to repricing maturity as well as material interest income (pursuant to FINMA Circular 2019/02 Interest rate risks – banks, and FINMA Circular 2016/01 Disclosure – banks)
Type of survey
Full sample survey
Reporting institutions
All banks, financial groups and securities dealers (excluding branches of foreign banks in Switzerland and the Principality of Liechtenstein)
Reporting entity
ZIRU: Parent company;
ZIRK: Group
Frequency
ZIR_U: quarterly;
ZIR_K: semi-annually
Deadline
45 days
Participants
Swiss Financial Market Supervisory Authority (FINMA)

Current survey releases

Interest rate risk report, consolidated basis/group (ZIR_K)

Interest rate risk report, individual basis/parent company (ZIR_U)