IRRBB: Difference between revisions

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imported>Doug Williamson
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Interest Rate Risk in the Banking Book.
Interest Rate Risk in the Banking Book.


The risk associated with a change in interest rates and affecting a bank's banking book, as opposed to its trading book.


== See also ==
* [[Interest Rate Risk in the Banking Book]]
* [[Market Risk in the Banking Book]]  (MRBB)
* [[Pillar 2]]


== See also ==
[[Category:Accounting,_tax_and_regulation]]
* [[Banking book]]
[[Category:The_business_context]]
* [[Capital adequacy]]
[[Category:Identify_and_assess_risks]]
* [[Interest rate risk]]
[[Category:Manage_risks]]
* [[Market risk]]
[[Category:Risk_frameworks]]
* [[MCRMR]]
[[Category:Risk_reporting]]
* [[Trading book]]
[[Category:Financial_products_and_markets]]

Latest revision as of 08:43, 24 June 2022

Bank supervision - capital adequacy.

Interest Rate Risk in the Banking Book.


See also