Search results with tag "Balance sheet exposures"

Interest rate risk in banking book: The way ahead - pwc

Banks are required to consider both the short-term and long-term perspectives to identify the risks associated with changing IRRBB on their on-balance sheet and off-balance sheet exposures. Banks can decide, with the approval of the board, on the appropriate level of IRRBB which they would like to carry

  Bank, Sheet, Balance, Exposure, Balance sheet, Balance sheet exposures