IRRBB and Queuing: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
(Identify risk management context.)
 
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''Bank supervision - capital adequacy.''
''Risk management''.


Interest Rate Risk in the Banking Book.
Queuing is a risk management arrangement whereby transfer orders are held pending by the originator/deliverer or by the system until sufficient cover is available on the originator’s/deliverer’s clearing account or under the limits set against the payor.  


The risk associated with a change in interest rates and affecting a bank's banking book, as opposed to its trading book.
In some cases, cover may include unused credit lines or available collateral.




== See also ==
== See also ==
* [[Banking book]]
* [[Caps]]
* [[Basis risk]]
* [[Collateral]]
* [[Capital adequacy]]
* [[Credit line]]
* [[EVE]]
* [[Gridlock]]
* [[Interest rate risk]]
* [[Risk management]]
* [[Market risk]]
 
* [[MCRMR]]
[[Category:Manage_risks]]
* [[MRBB]]
* [[NII]]
* [[Shock]]
* [[Trading book]]
* [[Yield curve risk]]

Latest revision as of 14:44, 18 August 2018

Risk management.

Queuing is a risk management arrangement whereby transfer orders are held pending by the originator/deliverer or by the system until sufficient cover is available on the originator’s/deliverer’s clearing account or under the limits set against the payor.

In some cases, cover may include unused credit lines or available collateral.


See also