IRRBB: Difference between revisions
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* [[Shock]] | * [[Shock]] | ||
* [[Trading book]] | * [[Trading book]] | ||
* [[Yield curve risk]] | |||
Revision as of 10:32, 24 August 2016
Bank supervision - capital adequacy.
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.
