Digital technology 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.

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-The application of computer-based solutions to a wide range of tasks.
+''Bank supervision - capital adequacy''
-All related data being stored, processed and transmitted in binary (digital) form.
+(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 ==
-* [[Binary system]]
+* [[Banking book]]
-* [[Digital payment]]
+* [[Basis risk]]
-* [[Digital signature]]
+* [[Capital adequacy]]
-* [[Digital wallet]]
+* [[Economic value of equity]]  (EVE)
-* [[Fintech]]
+* [[Interest rate risk]]
-* [[Information technology]]
+* [[Interest rate gap]]
+* [[Market risk]]
+* [[Market Risk in the Banking Book]]  (MRBB)
+* [[MCRMR]]
+* [[NII]]
+* [[Pillar 2]]
+* [[Option risk]]
+* [[Shock]]
+* [[Trading book]]
+* [[Yield curve risk]]
-[[Category:Technology]]
+[[Category:Accounting,_tax_and_regulation]]
+[[Category:The_business_context]]
+[[Category:Identify_and_assess_risks]]
+[[Category:Manage_risks]]
+[[Category:Risk_frameworks]]
+[[Category:Risk_reporting]]
+[[Category:Financial_products_and_markets]]