Final IRRBB regulations: Their implications and challenges
CGI
AUGUST 10, 2016
Wed, 08/10/2016 - 06:32. The Basel Committee on Banking Supervision (BCBS) recently published final interest rate risk in the banking book (IRRBB) regulations. As defined by the BCBS, “IRRBB refers to the current or prospective risk to the bank’s capital and earnings arising from adverse movements in interest rates.”
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