CIR

Current

Interest Rate Risk Management

Issue Date:

12 Feb 2025

20250226-1-EN.pdf (114.6 KB)

Topic:

Interest Rate Risk Management

Group: All Authorized Institutions

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• Superseded Document

Directly related Document

• Annex

  Current

  12 Feb 2025

  Annex 1 - Guidance on calculation of capital adequacy ratios adjusted for unrealised losses on held-to-maturity debt securities
• Annex

  Current

  12 Feb 2025

  Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book

• CIR

  Current

  15 Dec 2023

  Lessons drawn on the Banking Turmoil in the US and Europe

Directly related Document

• Annex

  Current

  12 Feb 2025

  Annex 1 - Guidance on calculation of capital adequacy ratios adjusted for unrealised losses on held-to-maturity debt securities
• Annex

  Current

  12 Feb 2025

  Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book

Cross referenced Document

• CIR

  Current

  15 Dec 2023

  Lessons drawn on the Banking Turmoil in the US and Europe

Version History

Superseded Document

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