IRRBB: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add link.) |
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== See also == | == See also == | ||
* [[Banking book]] | * [[Banking book]] | ||
* [[Basis risk]] | |||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[EVE]] | * [[EVE]] | ||
Revision as of 14:17, 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.
