IRRBB to remain PILLAR 2
Basel Committee on Banking Supervision have published its latest paper on Interest Rate Risk (IRRBB). This paper details Interest Rate Risk principals updated since the consultation paper was published last year.
Basel Committee on Banking Supervision have published its latest paper on Interest Rate Risk (IRRBB). This paper details Interest Rate Risk principals updated since the consultation paper was published last year.
The Basel Committee at the Bank for International Settlements has just published (8th June 2015) its consultation document on a review of the regulatory treatment of interest rate risk in the banking book (IRRBB).