Interest Rate Risk In The Banking Book

Global Research & Analytics

Interest Rate Risk In The Banking Book

How to manage IRRBB considering the Monetary Policy and the new regulation. This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability.

Published by B. Genest

Article Global Research & Analytics - Interest Rate Risk In The Banking Book - 14 March 2019

View PDF
In this article : Risk Management Rate Risk Banks Banking GRA

Latest articles

Global Research & Analytics

Fundamental Review of the Trading Book: Impacts & Market Perspectives

News and views
14 March 2019
Global Research & Analytics

Dynamic Stress Test Diffusion Model Considering the Credit Score Performance

News and views
14 March 2019
Global Research & Analytics

Risk management in exotic derivatives trading : Lessons from the recent past

News and views
14 March 2019
More related contents