Banking book and Cylinder: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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''Bank supervision - capital adequacy.''
An option hedging strategy, near enough the same as a Collar.
 
For capital adequacy calculation purposes, a bank's banking book includes any instruments which are not in the trading book.




== See also ==
== See also ==
* [[Basel III]]
* [[Collar hedge]]
* [[Capital adequacy]]
* [[Interest rate risk]]
* [[IRRBB]]
* [[Market risk]]
* [[MCRMR]]
* [[Trading book]]

Revision as of 15:41, 17 June 2016

An option hedging strategy, near enough the same as a Collar.


See also