Interest rate risk in the banking book

Interest rate risk in the banking book

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Standards | 21 April 2016 | Status: ConsolidatedPDF full text (1,174kb) | 51 pagesTopics: Market riskNoteThis standard has been integrated into the consolidated Basel Framework.

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