Timo Franke

Manager

Timo Franke was Manager in the Practice Group Treasury & ALM. His focus was on topics concerning interest rate risk.

Topics by Timo Franke

Interest rate risk in the banking book (IRRBB)

12/08/2020

Interest rate risk in the banking book (IRRBB) refers to a credit institution’s risk arising from changes in interest rates (money and capital markets).

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Articles by Timo Franke

Five years of IRRBB – a status quo assessment for interest rate risk management

22/06/2021

Interest Rate Risk Study 2020: Current implementation status of IRRBB requirements and challenges.

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Timo Franke

Topics by Timo Franke

Interest rate risk in the banking book (IRRBB)

Articles by Timo Franke

Five years of IRRBB – a status quo assessment for interest rate risk management

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