Principles of the Basel IRRBB Regulation
Moorad Choudhry
25 years: Treasury & ALM
In Part I, Moorad introduced the concept of interest rate risk in the banking book, or IRRBB. In this second part, Moorad discusses the regulatory principles that all banks, operating under a Basel III regime or equivalent, follow.
In Part I, Moorad introduced the concept of interest rate risk in the banking book, or IRRBB. In this second part, Moorad discusses the regulatory principles that all banks, operating under a Basel III regime or equivalent, follow.
Principles of the Basel IRRBB Regulation
13 mins 17 secs
The Basel Committee set 12 Principles in which to regulate IRRBB. The first 9 are meant to regulate banks’ non-trading activities. Principles 10-12 focus on a supervisory approach to banks.
Key learning objectives:
Analyse the 12 Principles of IRRBB regulation set by Basel III
Moorad Choudhry
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