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WHITEPAPER Interest Rate Risk in the Banking Book (IRRBB ...

WHITEPAPER Interest Rate Risk in the Banking Book (IRRBB ...

www.moodysanalytics.com

(IRRBB): Meeting the Practical Challenges Highlights » The new Basel Committee on Banking Supervision (BCBS) standards for IRRBB come into force January 1, 2018. This paper looks at the standards from a practical implementation point of view and raises some of the main challenges.

  Challenges, Practical, Meeting, Irrbb, Meeting the practical challenges

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