AxiomSL: IRRBB - Identify, Mitigate and Effectively Manage This Regulatory Challenge

Interest rate risk is a bank’s exposure to adverse movements in interest rates. Interest rate risk in the banking book (IRRBB) refers to the current or prospective risk to the bank’s capital and earnings arising from adverse movements in interest rates that affect the institution’s banking book positions. It arises because interest rates can vary significantly over time, while the business of banking typically involves intermediation activity that produces exposures to both maturity mismatch

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