Approaching IRRBB and CSRBB: a case study in line with the EBA approach
EBA guidelines on Interest Rate Risk in the Banking Book (IRRBB) are designed to help EU banks effectively manage their interest rate risk and maintain a stable earnings stream. EBA also requires the credit spread risk from the banking book (CSRBB). Banks can effectively manage their exposure to in...
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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
AIFIRM
2023-04-01
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| Series: | Risk Management Magazine |
| Subjects: | |
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