IRRBB: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add link.) |
||
| Line 13: | Line 13: | ||
* [[Market risk]] | * [[Market risk]] | ||
* [[MCRMR]] | * [[MCRMR]] | ||
* [[NII]] | |||
* [[Trading book]] | * [[Trading book]] | ||
Revision as of 16:04, 17 August 2016
Bank supervision - capital adequacy.
Interest Rate Risk in the Banking Book.
The risk associated with a change in interest rates and affecting a bank's banking book, as opposed to its trading book.
