Credit spread risk in the banking book: Difference between revisions
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imported>Doug Williamson (Mend link.) |
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* [[Credit spread]] | * [[Credit spread]] | ||
* [[G+]] | * [[G+]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Risk-free rate of return]] | * [[Risk-free rate of return]] | ||
* [[Trading book]] | * [[Trading book]] | ||
Revision as of 09:08, 24 June 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'.
