Interest rate risk in the banking book

Interest rate risk in the banking book

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Interest rate risk in the banking book

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 08 June 2015 | Status: ClosedPDF full text (1,268kb) | 65 pagesTopics: Market riskThe consultative document on the risk management, capital treatment and supervision of interest rate risk in the banking book (IRRBB) expands upon and is intended to…

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