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A revised version of this report was published in …

A revised version of this report was published in April 2016. Basel Committee on Banking Supervision Principles for the Management and Supervision of Interest Rate Risk July 2004. A revised version of this report was published in April 2016. Requests for copies of publications, or for additions/changes to the mailing list, should be sent to: Bank for International Settlements Press & Communications CH-4002 Basel, Switzerland E-mail: Fax: +41 61 280 9100 and +41 61 280 8100. Bank for International Settlements 2004.

Basel Committee on Banking Supervision . Principles for the Management and Supervision of Interest Rate Risk . July 2004 . A revised version of this report was published in April 2016. http://www.bis.org/bcbs/publ/d368.htm

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