Interest Rate Risk in the Banking Book 2019 | Marcus Evans | 4 February 2019 | Maison FL, Paris, France, TBA

Venue
Maison FL, Paris, France
Maison FL, Paris, France, TBA

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Event Date Mon Feb 4 CET - Tue Feb 5 CET (almost 6 years ago)
In your timezone (EST): Mon Feb 4 2:00am - Tue Feb 5 11:00am
Location Maison FL, Paris, France
TBA
Region EMEA
Details

Interest rate risk in the banking book (IRRBB) is part of the Basel capital framework under Pillar 2 and principles for the management and supervision of interest rate risk were set out in 2004 by the BCBS.

Following consultation during 2015, BCBS published revised principles (D368) in April 2016, to reflect changes in market and supervisory practices.