{"id":4776,"date":"2024-04-26T10:14:02","date_gmt":"2024-04-26T09:14:02","guid":{"rendered":"https:\/\/www.orbit36.com\/?p=4776"},"modified":"2024-04-26T11:02:45","modified_gmt":"2024-04-26T10:02:45","slug":"the-interest-rate-conundrum-why-pl-and-irrbb-disclosures-tell-a-different-story","status":"publish","type":"post","link":"https:\/\/www.orbit36.com\/ch\/the-interest-rate-conundrum-why-pl-and-irrbb-disclosures-tell-a-different-story\/","title":{"rendered":"Das R\u00e4tsel um den Widerspruch zwischen den gestiegenen Zinsertr\u00e4gen und den IRRBB-Exposures der europ\u00e4ischen Banken"},"content":{"rendered":"\n<p>Haben Sie sich schon mal gefragt, warum der Nettozinsertrag (Net Interest Income, NII) bei den meisten europ\u00e4ischen Banken im Jahr 2023 gestiegen ist, w\u00e4hrend ihre Offenlegungen f\u00fcr das Zinsrisiko im Bankbuch (IRRBB) ein gegenteiliges Risiko aufweisen?<\/p>\n\n\n\n<p>In einem Gastbeitrag f\u00fcr den Banking Hub von ZEB erkl\u00e4rt Orbit36 Managing Partner Andreas Ita die vermeintliche Diskrepanz zwischen den negativen IRRBB-Exposures der Banken und dem beobachteten Anstieg der Nettozinsertr\u00e4ge. Zus\u00e4tzlich er\u00f6rtert er die Herausforderungen bei der Erf\u00fcllung der aufsichtsrechtlichen Ausreissertests (SOT) der EZB, welche nicht nur unter der Barwertperspektive (Economic Value of Equity, EVE), sondern neu auch hinsichtlich der Auswirkungen auf den NII (Ertragsperspektive) beurteilt werden m\u00fcssen. Dies kann bei den Banken Anpassungen an den Absicherungsstrategien von Zinsrisiken erforderlich machen. <\/p>\n\n\n\n<p>Der Artikel ist hier verf\u00fcgbar:<\/p>\n\n\n\n<p><a href=\"https:\/\/bankinghub.de\/research-markets\/gestiegene-zinsertraege\" target=\"_blank\" rel=\"noreferrer noopener\">https:\/\/bankinghub.de\/research-markets\/gestiegene-zinsertraege<\/a><\/p>\n\n\n\n<div data-wp-interactive=\"core\/file\" class=\"wp-block-file\"><object data-wp-bind--hidden=\"!state.hasPdfPreview\" hidden class=\"wp-block-file__embed\" data=\"https:\/\/www.orbit36.com\/wp-content\/uploads\/2024\/04\/Das-Ratsel-um-die-gestiegenen-Zinsertrage-_-BankingHub.pdf\" type=\"application\/pdf\" style=\"width:100%;height:600px\" aria-label=\"Embed of Das R\u00e4tsel um die gestiegenen Zinsertr\u00e4ge _ BankingHub.\"><\/object><a id=\"wp-block-file--media-dbb18cd6-4768-4ffc-b85c-6931868f0fa6\" href=\"https:\/\/www.orbit36.com\/wp-content\/uploads\/2024\/04\/Das-Ratsel-um-die-gestiegenen-Zinsertrage-_-BankingHub.pdf\">Das R\u00e4tsel um die gestiegenen Zinsertr\u00e4ge _ BankingHub<\/a><a href=\"https:\/\/www.orbit36.com\/wp-content\/uploads\/2024\/04\/Das-Ratsel-um-die-gestiegenen-Zinsertrage-_-BankingHub.pdf\" class=\"wp-block-file__button wp-element-button\" download aria-describedby=\"wp-block-file--media-dbb18cd6-4768-4ffc-b85c-6931868f0fa6\">Download<\/a><\/div>\n","protected":false},"excerpt":{"rendered":"<p>Haben Sie sich schon mal gefragt, warum der Nettozinsertrag (Net Interest Income, NII) bei den meisten europ\u00e4ischen Banken im Jahr 2023 gestiegen ist, w\u00e4hrend ihre Offenlegungen f\u00fcr das Zinsrisiko im Bankbuch (IRRBB) ein gegenteiliges Risiko aufweisen? In einem Gastbeitrag f\u00fcr den Banking Hub von ZEB erkl\u00e4rt Orbit36 Managing Partner Andreas Ita die vermeintliche Diskrepanz zwischen [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":4765,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"categories":[13],"tags":[],"class_list":["post-4776","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized-ch"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Das R\u00e4tsel um den Widerspruch zwischen den gestiegenen Zinsertr\u00e4gen und den IRRBB-Exposures der europ\u00e4ischen Banken - Orbit36<\/title>\n<meta name=\"description\" content=\"In einem Gastbeitrag f\u00fcr den Banking Hub von ZEB erkl\u00e4rt Orbit36 Managing Partner Andreas Ita die vermeintliche Diskrepanz zwischen den negativen IRRBB-Exposures der Banken und dem beobachteten Anstieg der Nettozinsertr\u00e4ge. Zus\u00e4tzlich er\u00f6rtert er die Herausforderungen bei der Erf\u00fcllung der aufsichtsrechtlichen Ausreissertests (SOT) der EZB, welche nicht nur unter der Barwertperspektive (Economic Value of Equity, EVE), sondern neu auch hinsichtlich der Auswirkungen auf den NII (Ertragsperspektive) beurteilt werden m\u00fcssen.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.orbit36.com\/ch\/the-interest-rate-conundrum-why-pl-and-irrbb-disclosures-tell-a-different-story\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Das R\u00e4tsel um den Widerspruch zwischen den gestiegenen Zinsertr\u00e4gen und den IRRBB-Exposures der europ\u00e4ischen Banken - Orbit36\" \/>\n<meta property=\"og:description\" content=\"In einem Gastbeitrag f\u00fcr den Banking Hub von ZEB erkl\u00e4rt Orbit36 Managing Partner Andreas Ita die vermeintliche Diskrepanz zwischen den negativen IRRBB-Exposures der Banken und dem beobachteten Anstieg der Nettozinsertr\u00e4ge. 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