IR-1 Interest Rate Risk in the Banking Book

Topic:

Interest Rate Risk Management

Keyword: Risk appetite/limits Board of Directors Basis risk Option risk Senior management/72B managers + Gap risk Risk measurement Systems/controls Stress-testing CAAP Policies/procedures Regulatory reporting/disclosures Management information system Specialized/Board committees External auditors Credit spread risk Tier 1 capital Three lines of defence -

Group: All Authorized Institutions