Insure and Interest Rate Risk in the Banking Book: Difference between pages

Revision as of 08:55, 24 June 2022

Bank supervision - capital adequacy

(IRRBB).

IRRBB deals with the risks associated with a change in interest rates, and affecting a bank's banking book, as opposed to its trading book.

IRRBB includes potentially adverse effects on earnings, capital, or both.

Sources of IRRBB include interest rate gaps, basis risk, yield curve risk and option risk.

IRRBB is treated by most regulators worldwide as a Pillar 2 risk.

@@ Line 1: / Line 1: @@
-.
+''Bank supervision - capital adequacy''
-To buy a contract of insurance, as the insured party.
+(IRRBB).
+IRRBB deals with the risks associated with a change in interest rates, and affecting a bank's banking book, as opposed to its trading book.
-.
-To sell a contract of insurance, as the insurance provider.
+IRRBB includes potentially adverse effects on earnings, capital, or both.
+Sources of IRRBB include interest rate gaps, basis risk, yield curve risk and option risk.
+IRRBB is treated by most regulators worldwide as a Pillar 2 risk.
 == See also ==
-* [[Insurance]]
+* [[Banking book]]
-* [[Insurance company]]
+* [[Basis risk]]
+* [[Capital adequacy]]
+* [[EVE]]
+* [[Interest rate risk]]
+* [[Interest rate gap]]
+* [[Market risk]]
+* [[Market Risk in the Banking book]]  (MRBB)
+* [[MCRMR]]
+* [[NII]]
+* [[Pillar 2]]
+* [[Option risk]]
+* [[Shock]]
+* [[Trading book]]
+* [[Yield curve risk]]