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 |
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Article |
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doaj-7cafec11cad041079346880be688e2dc2020-11-25T00:47:10ZengAssociation of Serbian BanksBankarstvo1451-43542466-54952017-01-0146314214510.5937/bankarstvo1703142M1451-43541703142MBanking risk 55: IRRBB: Interest rate risk in the banking bookMatić Vesna0n/aThe 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.http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2017/1451-43541703142M.pdfinterest rate riskbanking bookstandardized frameworkeconomic value of equity |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Matić Vesna |
| spellingShingle |
Matić Vesna Banking risk 55: IRRBB: Interest rate risk in the banking book Bankarstvo interest rate risk banking book standardized framework economic value of equity |
| author_facet |
Matić Vesna |
| author_sort |
Matić Vesna |
| title |
Banking risk 55: IRRBB: Interest rate risk in the banking book |
| title_short |
Banking risk 55: IRRBB: Interest rate risk in the banking book |
| title_full |
Banking risk 55: IRRBB: Interest rate risk in the banking book |
| title_fullStr |
Banking risk 55: IRRBB: Interest rate risk in the banking book |
| title_full_unstemmed |
Banking risk 55: IRRBB: Interest rate risk in the banking book |
| title_sort |
banking risk 55: irrbb: interest rate risk in the banking book |
| publisher |
Association of Serbian Banks |
| series |
Bankarstvo |
| issn |
1451-4354 2466-5495 |
| publishDate |
2017-01-01 |
| description |
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. |
| topic |
interest rate risk banking book standardized framework economic value of equity |
| url |
http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2017/1451-43541703142M.pdf |
| work_keys_str_mv |
AT maticvesna bankingrisk55irrbbinterestrateriskinthebankingbook |
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1725261488213458944 |