IRRBB (3/3): Sensitivity Metrics

IRRBB (3/3): Sensitivity Metrics

In Part III of this series, Moorad covers the practical issues concerned with managing the Interest Rate Risk Banking Book, or IRRBB. He covers topics including the treatment of variable rate financial products, Net Interest Income (NII) sensitivity and interest rate shock scenarios.    

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IRRBB (2/3): Regulation

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