IRRBB: Difference between revisions

Latest revision as of 08:43, 24 June 2022

Bank supervision - capital adequacy.

Interest Rate Risk in the Banking Book.

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 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.
-IRRBB includes potentially adverse effects on earnings, capital, or both.
-Sources of IRRBB include interest rate gaps, basis risk, yield curve risk and option risk.
 == See also ==
-* [[Banking book]]
-* [[Basis risk]]
-* [[Capital adequacy]]
-* [[EVE]]
-* [[Interest rate risk]]
 * [[Interest Rate Risk in the Banking Book]]
-* [[Interest rate gap]]
+* [[Market Risk in the Banking Book]]  (MRBB)
-* [[Market risk]]
+* [[Pillar 2]]
-* [[MCRMR]]
-* [[MRBB]]
+[[Category:Accounting,_tax_and_regulation]]
-* [[NII]]
+[[Category:The_business_context]]
-* [[Option risk]]
+[[Category:Identify_and_assess_risks]]
-* [[Shock]]
+[[Category:Manage_risks]]
-* [[Trading book]]
+[[Category:Risk_frameworks]]
-* [[Yield curve risk]]
+[[Category:Risk_reporting]]
+[[Category:Financial_products_and_markets]]