Banking risk 55: IRRBB: Interest rate risk in the banking book
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چکیده
منابع مشابه
Interest Rate Risk in the Banking Book
Over the past decade the Basel Committee on Banking Supervision (the Basel Committee) has released a number of consultative documents discussing the management and supervision of the interest rate risk inherent in a bank’s balance sheet. The Committee’s most recent release on this topic forms part of the proposed New Basel Capital Accord (the New Accord), which comes into effect in 2007, and de...
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ژورنال
عنوان ژورنال: Bankarstvo
سال: 2017
ISSN: 1451-4354,2466-5495
DOI: 10.5937/bankarstvo1703142m