Difference between revisions of "Portfolio revaluation approach"

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* [[Macro hedging]]
 
* [[Macro hedging]]
 
* [[Interest rate risk]]
 
* [[Interest rate risk]]
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*[[Revaluation]]
  
 
[[Category:Accounting,_tax_and_regulation]]
 
[[Category:Accounting,_tax_and_regulation]]
 
[[Category:Manage_risks]]
 
[[Category:Manage_risks]]
 
[[Category:Risk_frameworks]]
 
[[Category:Risk_frameworks]]

Latest revision as of 15:20, 22 October 2020

Financial reporting.

(PRA).

An approach to accounting for interest rate hedging instruments by financial institutions which recognises:

  1. The management of interest rate risk on a portfolio basis.
  2. The periodic revaluation of the exposures for the managed risk.


See also