Five years of IRRBB โ 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.
Interest rate risk in the banking book (IRRBB)
12/08/2020
Interest rate risk in the banking book (IRRBB) refers to a credit institutionโs risk arising from changes in interest rates (money and capital markets).
Final BCBS standards on interest rate risk in the banking book
31/08/2016
Revised IRR principles raise Pillar 2 and disclosure requirements for IRRBB.
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