IRRBB: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Create the page. Source BIS D352.)
 
imported>Doug Williamson
(Add link.)
Line 9: Line 9:
* [[Banking book]]
* [[Banking book]]
* [[Capital adequacy]]
* [[Capital adequacy]]
* [[EVE]]
* [[Interest rate risk]]
* [[Interest rate risk]]
* [[Market risk]]
* [[Market risk]]
* [[MCRMR]]
* [[MCRMR]]
* [[Trading book]]
* [[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.


See also