IRRBB

Investment strategies and process isometric as metaphor for "Five years of IRRBB – a status quo assessment for interest rate risk management"

Five years of IRRBB – a status quo assessment for interest rate risk management

Interest Rate Risk Study 2020: Current implementation status of IRRBB requirements and challenges.
Market analyze with digital moniter as metaphor for the article "Interest rate risk in the banking book (IRRBB)"
Topic

Interest rate risk in the banking book (IRRBB)

Interest rate risk in the banking book (IRRBB) refers to a credit institution’s risk arising from changes in interest rates (money and capital markets).

Final BCBS standards on interest rate risk in the banking book

Revised IRR principles raise Pillar 2 and disclosure requirements for IRRBB.

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