Recalibration of shocks for interest rate risk in the banking book

Recalibration of shocks for interest rate risk in the banking book

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Recalibration of shocks for interest rate risk in the banking book

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 12 December 2023 | Status: ClosedPDF full text (453kb) | 16 pagesTopics: Market riskThe Basel Committee on Banking Supervision has issued a public consultation on proposed adjustments to its standard on interest rate risk in the banking book (IRRBB).

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