MRBB: Difference between revisions
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imported>Doug Williamson (Create the page. Source: PRA http://www.bankofengland.co.uk/financialstability/Documents/stresstesting/2016/guidance.pdf) |
imported>Doug Williamson (Classify page.) |
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The risk associated with a change in market rates and prices, and affecting a bank's banking book, as opposed to its trading book. | The risk associated with a change in market rates and prices, and affecting a bank's banking book, as opposed to its trading book. | ||
== See also == | == See also == | ||
* [[Bank supervision]] | * [[Bank supervision]] | ||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Interest Rate Risk in the Banking Book]] (IRRBB) | |||
* [[Interest | |||
* [[Market risk]] | * [[Market risk]] | ||
* [[ | * [[Market Risk in the Banking Book]] | ||
* [[Trading book]] | * [[Trading book]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Financial_products_and_markets]] |
Latest revision as of 08:40, 24 June 2022
Bank supervision - capital adequacy.
Market Risk in the Banking Book.
The risk associated with a change in market rates and prices, and affecting a bank's banking book, as opposed to its trading book.