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)
 
imported>Doug Williamson
(Classify page.)
 
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The risk associated with a change in market rates and prices, and affecting a bank's banking book, as opposed to its trading 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




== See also ==
== See also ==
* [[Bank supervision]]
* [[Bank supervision]]
* [[Banking book]]
* [[Basis risk]]
* [[Capital adequacy]]
* [[Capital adequacy]]
* [[Commodity risk]]
* [[Interest Rate Risk in the Banking Book]] (IRRBB)
* [[Equity risk]]
* [[EVE]]
* [[Foreign exchange risk]]
* [[Interest rate risk]]
* [[IRRBB]]
* [[Market risk]]
* [[Market risk]]
* [[MCRMR]]
* [[Market Risk in the Banking Book]]
* [[NII]]
* [[Shock]]
* [[Trading book]]
* [[Trading book]]
* [[Yield curve risk]]
 
[[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