IRRBB: Difference between revisions

Latest revision as of 08:43, 24 June 2022

Bank supervision - capital adequacy.

Interest Rate Risk in the Banking Book.

@@ Line 3: / Line 3: @@
 Interest Rate Risk in the Banking Book.
-The risks associated with a change in interest rates, and affecting a bank's banking book, as opposed to its trading book.
+== See also ==
+* [[Interest Rate Risk in the Banking Book]]
+* [[Market Risk in the Banking Book]]  (MRBB)
+* [[Pillar 2]]
-IRRBB includes potentially adverse effects on earnings, capital, or both.
+[[Category:Accounting,_tax_and_regulation]]
+[[Category:The_business_context]]
+[[Category:Identify_and_assess_risks]]
-Sources of IRRBB include interest rate gaps, basis risk, yield curve risk and option risk.
+[[Category:Manage_risks]]
+[[Category:Risk_frameworks]]
+[[Category:Risk_reporting]]
-== See also ==
+[[Category:Financial_products_and_markets]]
-* [[Banking book]]
-* [[Basis risk]]
-* [[Capital adequacy]]
-* [[EVE]]
-* [[Interest rate risk]]
-* [[Interest rate gap]]
-* [[Market risk]]
-* [[MCRMR]]
-* [[MRBB]]
-* [[NII]]
-* [[Option risk]]
-* [[Shock]]
-* [[Trading book]]
-* [[Yield curve risk]]