Credit spread risk in the banking book: Difference between revisions
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* [[Bank supervision]] | * [[Bank supervision]] | ||
* [[Banking book]] | * [[Banking book]] | ||
* [[Book]] | |||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
Latest revision as of 15:14, 14 July 2022
Bank supervision - capital adequacy.
(CSRBB).
The risk of adverse effects resulting from a change in credit spreads, arising from a bank's 'banking book'.
The banking book means non-trading activities, contrasted with the 'trading book'.
