Transcription of Basel Committee on Banking Supervision Standards
{{id}} {{{paragraph}}}
Example: barber
Basel Committee on Banking Supervision Standards
Basel Committee on Banking Supervision Standards Interest rate risk in the Banking book April 2016 This publication is available on the BIS website ( ). Bank for International Settlements 2016. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9197-497-9 (print) ISBN 978-92-9197-498-6 (online) Interest rate risk in the Banking book iii Contents Executive summary .. 1 I. Introduction on IRRBB .. 3 1. Definition of IRRBB .. 3 2. Credit spread risk in the Banking book (CSRBB) .. 3 3. Economic value and earnings-based measures .. 3 II. The revised IRR Principles .. 4 1. Principles for banks .. 4 2. Principles for supervisors .. 18 III. Scope of application and implementation timeline .. 22 IV. The standardised framework.
1. Interest rate risk in the banking book (IRRBB)is part of the Basel capital framework’s Pillar 2 (Supervisory Review Process) and subject to …
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
Related search queries
Effective supervision and enforcement, Risk, Based, RISK-BASED APPROACH, Providing and Documenting Effective Supervision, Based supervision, Basel Committee on Banking Supervision, Basel Committee on Banking Supervision Consultative, Risk culture, The Proper and Improper Use of Risk Assessment, Supervision, Upcoming Fourth AML/CFT Directive