Interest Rate Risk in the Banking Book

EBA and the Basel Committee reacted to the current low interest environment with new or further detailed requirements for banks dealing with the risk arising from general banking business, known as Interest Rate Risk in the Banking Book (IRRBB).

Our extensive experience in setting up IRRBB frameworks, ranging from the conceptual design of streamlined governance frameworks, to the implementation of sound risk measures, makes us the ideal partner to respond with pragmatic and effcient solutions to this new requirement.


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