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

Latest revision as of 09:24, 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: @@
-''Cash management''.
+''Bank supervision - capital adequacy''
-The process of obtaining value for receivables.
+(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.
 == See also ==
-*[[Collect]]
+* [[Banking book]]
-*[[Collection account]]
+* [[Basis risk]]
-*[[Collection float]]
+* [[Capital adequacy]]
-*[[Collecting bank]]
+* [[Economic value of equity]]  (EVE)
-*[[Collector of Taxes]]
+* [[Interest rate risk]]
-*[[Debit collection system]]
+* [[Interest rate gap]]
-*[[Direct collection ]]
+* [[Market risk]]
-*[[Documentary collection ]]
+* [[Market Risk in the Banking Book]]  (MRBB)
-*[[Disbursement]]
+* [[MCRMR]]
-* [[Receivables]]
+* [[NII]]
-*[[Value]]
+* [[Pillar 2]]
+* [[Option risk]]
+* [[Shock]]
+* [[Trading book]]
+* [[Yield curve risk]]
-[[Category:Cash_management]]
+[[Category:Accounting,_tax_and_regulation]]
-[[Category:Liquidity_management]]
+[[Category:The_business_context]]
+[[Category:Identify_and_assess_risks]]
+[[Category:Manage_risks]]
+[[Category:Risk_frameworks]]
+[[Category:Risk_reporting]]
+[[Category:Financial_products_and_markets]]