Archives - BCBS - Basel Committee on Banking Supervision

  • 21 April 2016 Interest rate risk in the banking book

    The standards revise the Committee's 2004 Principles for the management and supervision of interest rate risk, which set out supervisory expectations for banks' identification, measurement, monitoring and control of interest rate risk in the banking book (IRRBB) as well as its supervision.
    Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision