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 | Standards | 16 July 2024 | Status: ForthcomingPDF full text (212kb) | 11 pagesTopics: Market riskThe Basel Committee on Banking Supervision has finalised targeted adjustments to its standard on interest rate risk in the banking book (IRRBB).

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