Final Report
on disclosure of information on exposures to interest rate risk on positions not held in the trading book in accordance with Article 448 of Regulation (EU) No 575/2013 ... the risks arising from potential changes in interest rates that affect both the economic value of equity and the net interest income of their non -trading book activities ...
Tags:
Risks, Rates, Interest, Interest rate, Interest rate risk
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
Documents from same domain
Call for expression of interest regarding the …
www.eba.europa.euCALL FOR EXPRESSION OF INTEREST REGARDING THE SETTING UP OF THE EBA’S BANKING STAKEHOLDER GROUP . 1 12 March 2018 . Call for expression of interest regarding
Testing, Interest, Expression, Regarding, For expression of interest regarding the, For expression of interest regarding the setting up, For expression of interest regarding
RISK ASSESSMENT OF THE EUROPEAN BANKING …
www.eba.europa.euRISK ASSESSMENT OF THE EUROPEAN BANKING SYSTEM 3 Contents Abbreviations 7 Executive summary 8 Introduction 10 1. Macroeconomic environment and …
Assessment, System, European, Risks, Banking, Risk assessment of the european banking, Risk assessment of the european banking system
Joint Committee Final Report on Big Data - …
www.eba.europa.eu4 1. Overview 1. One of the tasks of the European Banking Authority (EBA), the European Securities and Markets Authority (ESMA) and the European Insurance and
EBA FINANCIAL EDUCATION REPORT 2017/18
www.eba.europa.euEBA FINANCIAL EDUCATION REPORT 2017/18 . 3 . Executive summary . One of the mandates conferred on the European Banking Authority (EBA) is to ‘review and
BoS 2018 xx CP on Draft GL on disclosure of non …
www.eba.europa.eu6 (i) The Council invites the EBA to issue guidelines on NPL management consistent with the ECB-SSM "Guidance to banks on Non-Performing Loans" (SSM Guidance).
Final report
www.eba.europa.euFINAL REPORT ON THE GUIDELINES ON DISCLOSURE REQUIREMENTS UNDER PART EIGHT OF REGULATION (EU) NO 575/2013 . 2 . Contents . 1. Executive summary 5
EBA REPORT
www.eba.europa.euREMUNERATION BENCHMARKING AND HIGH EARNERS REPORT (DATA AS OF END 2016) 6 . Executive summary . Under Directive 2013/36/EU (CRD IV), the European Banking Authority (EBA) is required to
EBA/CP/2018/11 22/06/2018
www.eba.europa.euCONSULTATION PAPER ON GUIDELINES ON OUTSOURCING . 2 . Contents Responding to this consultation 4 Draft Consultation Paper on Guidelines …
EBA/GL/2017/12 26 September 2017
www.eba.europa.euEBA/GL/2017/12 26 September 2017 . Final report Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body and key function holders under Directive 2013/36/EU and Directive 2014/65/EU . FINAL REPORT ON GUIDELINES ON THE ASSESSMENT OF THE SUITABILITY OF
Assessment, Guidelines, 2017, September, Gl 2017 12 26 september 2017, Guidelines on the assessment
Opinion of the European Banking Authority on preparations ...
www.eba.europa.euThis opinion is in line with the European Council guidelines. 11 . and the European . 8. Article 50 also allows the European Council, in agreement with the Member States, to extend this period. 9. See: HM Government, The United Kingdom’s exit from and new partnership with the European …
Related documents
The Determination of Interest Rates - European Parliament
www.europarl.europa.euAn important distinction must be made between finominalfl and firealfl interest rates. A real rate of interest is the nominal Œ i.e. ficouponfl Œ rate, less the rate at which money is losing its value ... Rates of interest also reflect varying degrees of risk. A body with a rock-solid credit-rating, like the European Investment Bank ...
Understanding Interest Rate Swap Math & Pricing
www.treasurer.ca.govIn an interest rate swap, the principal amount is not actu ... interest rates during the period of the swap contract. ... credit risk. A ency is assum of the U.S. Tre u bo ed ment that the yi nd issued by a g as. ury yield curve a. s the risk-free elds on bonds : its yield sho rates on U.S
Basel Committee on Banking Supervision Standards
www.bis.orgWhen interest rates change, the present value and timing of future cash flows change. This in turn changes the underlying value of a bank’s assets, liabilities and off-balance sheet items and hence its economic value. Changes in interest rates also affect a bank’s earnings by altering interest rate-sensitive income and expenses,
Money, Interest Rates, and Exchange Rates
eml.berkeley.edu• Interest rates: money pays little or no interest, so the interest rate is the opportunity cost of holding money instead of other assets, like bonds, which have a higher expected return/interest rate. ♦ A higher interest rate means a higher opportunity cost of holding money → lower money demand. • Prices: the prices of goods and ...
The Term Structure of Interest Rates - Trinity College Dublin
www.tcd.ie• Thus, the spot rate is the cost of money over some time-horizon from a certain point in time. • This is identical with the yield to maturity, or internal rate of return, on a zero coupon bond. • Denote the yield of a bond at time t with n periods to maturity by yt (n). Short rate: • Refers to the interest rate that prevails over a
Interest Rate Targets and Operating Regimes
www.federalreserve.govOct 14, 2016 · transmitted effectively to longer-term interest rates and overall financial conditions, allowing monetary policy to influence activity in the real economy. 8. As a result, policymakers can choose from a range of policy rates and meet key objectives of a MPI framework. Of course, achieving interest rate control relies on using appropriate operating