Banking risk 55: IRRBB: Interest rate risk in the banking book
The Basel Committee on Banking Supervision published the standard on interest rate risk in the banking book (IRRBB) in 2016, which includes the detailed standardized framework for measuring the IRRBB. The framework enables banks to calculate the economic value of equity (EVE) for the IRRBB.
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| Format: | Article |
| Language: | English |
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Association of Serbian Banks
2017-01-01
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| Series: | Bankarstvo |
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| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2017/1451-43541703142M.pdf |