Level 2 valuation inputs and MRBB: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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<i>Financial reporting - fair valuation</i>.
''Bank supervision - capital adequacy.''


Market Risk in the Banking Book.


IFRS 13 defines Level 2 valuation inputs as inputs other than quoted prices included within [[Level 1 valuation inputs]] that are observable for the asset or liability, either directly or indirectly.
The risk associated with a change in market rates and prices, and affecting a bank's banking book, as opposed to its trading book.




==See also==
== See also ==
*[[Fair value]]
* [[Bank supervision]]
*[[IFRS 13]]
* [[Capital adequacy]]
*[[Level 1 valuation inputs]]
* [[Interest Rate Risk in the Banking Book]] (IRRBB)
*[[Level 3 valuation inputs]]
* [[Market risk]]
*[[Observable valuation inputs]]
* [[Market Risk in the Banking Book]]
*[[Unobservable valuation inputs]]
* [[Trading book]]
*[[Valuation inputs]]


[[Category:Accounting,_tax_and_regulation]]
[[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]]

Latest revision as of 08:40, 24 June 2022

Bank supervision - capital adequacy.

Market Risk in the Banking Book.

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


See also