MRBB

From ACT Wiki
Revision as of 08:39, 28 August 2016 by imported>Doug Williamson (Create the page. Source: PRA http://www.bankofengland.co.uk/financialstability/Documents/stresstesting/2016/guidance.pdf)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=MRBB&oldid=31388’