Credit spread risk in the banking book: Difference between revisions
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imported>Doug Williamson (Create the page. Source: BIS file:///C:/Users/Doug/Dropbox/ALMA/4.%20IRRBB%202016%2007%2023rd/BIS%20IRRBB%202016%20April%20d368.pdf) |
imported>Doug Williamson (Add link.) |
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* [[Bank supervision]] | * [[Bank supervision]] | ||
* [[Banking book]] | * [[Banking book]] | ||
* [[Book]] | |||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[Credit spread]] | * [[Credit spread]] | ||
* [[G+]] | * [[G+]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Risk free rate of return]] | * [[Risk-free rate of return]] | ||
* [[Trading book]] | * [[Trading book]] | ||
* [[Yield]] | * [[Yield]] | ||
[[Category:Financial_risk_management]] | |||
Latest revision as of 15:14, 14 July 2022
Bank supervision - capital adequacy.
(CSRBB).
The risk of adverse effects resulting from a change in credit spreads, arising from a bank's 'banking book'.
The banking book means non-trading activities, contrasted with the 'trading book'.
