SPM-NGL

Archive

IR-1 Interest Rate Risk Management

Issue Date:

13 Dec 2002

Supersession Date:

14 Dec 2018

20021213-5-EN.pdf (229.6 KB)

Topic:

Interest Rate Risk Management

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Archive

  13 Dec 2002

  Supervisory Policy Manual (SPM) : IR-1 "Interest Rate Risk Management" Revised "Return of Interest Rate Risk Exposures" (IRR return)
• Annex

  Archive

  13 Dec 2002

  Annex 1 - Return of Interest Rate Risk Exposures
• Annex

  Archive

  13 Dec 2002

  Annex 2 - Completion Instructions Return of Interest Rate Risk Exposures (Form MA(BS)12)

• SPM-NGL

  Current

  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book V3
• SPM-NGL

  Archive

  14 Dec 2018

  IR-1 Interest Rate Risk in the Banking Book V2

Directly related Document

• CIR

  Archive

  13 Dec 2002

  Supervisory Policy Manual (SPM) : IR-1 "Interest Rate Risk Management" Revised "Return of Interest Rate Risk Exposures" (IRR return)
• Annex

  Archive

  13 Dec 2002

  Annex 1 - Return of Interest Rate Risk Exposures
• Annex

  Archive

  13 Dec 2002

  Annex 2 - Completion Instructions Return of Interest Rate Risk Exposures (Form MA(BS)12)

Cross referenced Document

Version History

• SPM-NGL

  Current

  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book V3
• SPM-NGL

  Archive

  14 Dec 2018

  IR-1 Interest Rate Risk in the Banking Book V2

Superseded Document

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