BANKING RISK 55: IRRBB - INTEREST RATE RISK IN THE BANKING BOOK

Expert article
Autor: Vesna Matić
JEL: F38, G32
doi: 10.5937/bankarstvo1703142M
SCINDEX

Summary: 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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