ESPREP-STT Reporting in Luxembourg: The Retired IRRBB Stress Test
The ESPREP-STT reporting template that Luxembourg banks filed for years now sits in the CSSF archive. Circular CSSF 08/338, the instrument behind it, and the ESPREP-STT workbook itself have both been archived since 6 August 2025, and the CSSF catalogue records the circular as repealed. What that return measured, the interest rate risk in the…