Treatment of interest rate risk in the banking book in Latin America

Treatment of interest rate risk in the banking book in Latin America

Report

Treatment of interest rate risk in the banking book in Latin America

FSI Occasional Papers | No 12 | 08 September 2016PDF full text (1,656kb) | 32 pagesInterest rate risk in the banking book (IRRBB) is a bank's exposure to adverse movements in interest rates and the associated risk to its capital and earnings. Fluctuations in interest rates affect the time path and the present value of future cash flows.

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