IRRBB: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add link.) |
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* [[MCRMR]] | * [[MCRMR]] | ||
* [[NII]] | * [[NII]] | ||
* [[Shock]] | |||
* [[Trading book]] | * [[Trading book]] | ||
Revision as of 10:30, 24 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.
