Credit spread risk in the banking book: Difference between revisions
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imported>Doug Williamson (Create the page. Source: BIS file:///C:/Users/Doug/Dropbox/ALMA/4.%20IRRBB%202016%2007%2023rd/BIS%20IRRBB%202016%20April%20d368.pdf) |
imported>Doug Williamson m (Layout.) |
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* [[G+]] | * [[G+]] | ||
* [[IRRBB]] | * [[IRRBB]] | ||
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* [[Trading book]] | * [[Trading book]] | ||
* [[Yield]] | * [[Yield]] | ||
Revision as of 20:59, 5 February 2018
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'.
