Bespoke software 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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-Software which is developed by a third party organisation to the requirements of a specific customer.
+''Bank supervision - capital adequacy''
+(IRRBB).
-==See also==
+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.
-* [[Bespoke]]
-*[[End user development]]
-* [[Information technology]]
-* [[Middleware]]
-* [[Off the shelf package]]
-*[[Software]]
-[[Category:Technology]]
+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 ==
+* [[Banking book]]
+* [[Basis risk]]
+* [[Capital adequacy]]
+* [[Economic value of equity]]  (EVE)
+* [[Interest rate risk]]
+* [[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: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]]