IRRBB

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.

See also

• Banking book
• Basis risk
• Capital adequacy
• EVE
• Interest rate risk
• Market risk
• MCRMR
• NII
• Shock
• Trading book
• Yield curve risk