MRBB: Difference between revisions
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imported>Doug Williamson (Create the page. Source: PRA http://www.bankofengland.co.uk/financialstability/Documents/stresstesting/2016/guidance.pdf) |
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Revision as of 08:39, 28 August 2016
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.
MRBB can include:
- Interest rate risk
- Foreign exchange risk
- Equity risk
- Commodity risk
