IRRBB: Difference between revisions

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Interest Rate Risk in the Banking Book.
Interest Rate Risk in the Banking Book.


The risks 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]]


IRRBB includes potentially adverse effects on earnings, capital, or both.
[[Category:Accounting,_tax_and_regulation]]
 
[[Category:The_business_context]]
 
[[Category:Identify_and_assess_risks]]
Sources of IRRBB include interest rate gaps, basis risk, yield curve risk and option risk.
[[Category:Manage_risks]]
 
[[Category:Risk_frameworks]]
 
[[Category:Risk_reporting]]
== See also ==
[[Category:Financial_products_and_markets]]
* [[Banking book]]
* [[Basis risk]]
* [[Capital adequacy]]
* [[EVE]]
* [[Interest rate risk]]
* [[Interest rate gap]]
* [[Market risk]]
* [[MCRMR]]
* [[MRBB]]
* [[NII]]
* [[Option risk]]
* [[Shock]]
* [[Trading book]]
* [[Yield curve risk]]

Latest revision as of 08:43, 24 June 2022

Bank supervision - capital adequacy.

Interest Rate Risk in the Banking Book.


See also