Banking book

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Bank supervision - capital adequacy.

For capital adequacy calculation purposes, a bank's banking book includes any instruments which are not in its trading book.

Sometimes known as the 'Non-trading book'.

See also

Basel III
Capital adequacy
Interest rate risk
Interest Rate Risk in the Banking Book (IRRBB)
Market risk
MCRMR
Market Risk in the Banking Book (MRBB)
Trading book

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