IHB and IRRBB: Difference between pages
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''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. | |||
== See also == | == See also == | ||
* [[ | * [[Banking book]] | ||
* [[Capital adequacy]] | |||
* [[EVE]] | |||
* [[Interest rate risk]] | |||
* [[Market risk]] | |||
* [[MCRMR]] | |||
* [[Trading book]] | |||
Revision as of 16:03, 17 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.
