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In forceCredit institutions: solvency and risk statements, Circular 2/2016 (national)Last checked 11 November 2026

Interest rate risk in the banking book, national statements RI1 to RI3 (RI1, RI2, RI3)

A regulatory return listed by the Banco de España (BdE), Spain.

Three national statements on interest rate risk outside the trading book: the institution's internal estimates of the impact on economic value and on net interest margin (RI1), interest-rate-sensitive positions (RI2) and interest rate options (RI3), measured under the rules of rule 63.2 of Circular 2/2016. Source

Official title: Información sobre riesgo de tipo de interés del balance (estados RI1, RI2 y RI3, Circular 2/2016)

The facts

Who files
Spanish consolidated groups of credit institutions at consolidated level and other credit institutions and branches individually; group members report individually only if their net interest income is at least 5% of the group's; branches of non-EU credit institutions only if the Bank requires it (rule 63.3 of Circular 2/2016). Specialised lending institutions also report them under rule 24 of Circular 1/2022. Source
How often
Semi-annual (rule 63.1 of Circular 2/2016). Source
Deadline
Before the end of the second month after the reference date; the Bank may require them more often (rule 63.6 of Circular 2/2016). Source
Format
Other. Not stated on the pages read. The Bank publishes the form as PDF and Excel; rule 62.6 of Circular 2/2016 says statements are sent by electronic transmission under the technical specifications the Bank issues. Source
How it is filed
Filing routes recorded for the BdE: SIF (Sistema de Intercambio de Información Financiera); Banco de España Virtual Office (Sede Electrónica): 'Envío de documentación financiera' (procedure ES_BDE_C164_P90); Editran and ITW file transfer (Central Credit Register and its complementary statements); CRGWWW; EXB: register of branch offices of supervised entities. See how firms file with the BdE.
Status
In force
Legal basis
Group
Credit institutions: solvency and risk statements, Circular 2/2016 (national)

Templates (3)

The tables and forms inside the return. Plain name first, the BdE's code in brackets.

  • Internal estimates of interest rate risk in activities outside the trading book (RI1)
  • Interest-rate-sensitive positions in activities outside the trading book (RI2)
  • Interest rate options in activities outside the trading book (RI3)

Where the list was read: Source

Validation rules

The BdE publishes the checks it runs on this return. They could not be counted from the published material. They are written for people to read; software cannot run them as published. Source

How they are written: PDF of cross-checks ('Correlaciones').

Under I.E. 2008.02, statements that fail the validations are, as a general rule, rejected automatically and treated as not filed; part of the checks are also published in XBRL in the Bank's taxonomies.

The rules, on bde.es

How they were counted

Not counted: '21_RI1_CDR.pdf' is a PDF in an older layout whose rules could not be counted reliably from its text.

Counts are in the BdE's own unit, so they are not comparable with other regulators' counts.

Public data

No published data from this return was found. No data from this return published by the Banco de España was found on the pages checked. Source

Official documents (18)

The BdE's own files, with the size and SHA-256 fingerprint of each as downloaded on 11 November 2026, so anyone can tell whether a copy is the same version.

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's text and records here are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The regulators' documents, forms, taxonomies, rules and data belong to them: see BdE's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text.

Source: Banco de España (https://www.bde.es). Documents copied here are unchanged and are available free of charge on the Banco de España website. The plain-English summaries are Line4's own; the Banco de España does not endorse this library.

Last checked 11 November 2026.