Management

Interest Rate Risk Management for the Banking Book

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All material interest rate risk associated with the banking book must be assessed. To do this, internal systems must accurately incorporate all of a bank’s interest rate sensitive on- and off-balance sheet holdings;
internal systems must be capable of measuring risk using both an earnings and economic/sensitivity approach

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Availability

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Detail Information

Series Title

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Call Number

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Publisher

: ., 2004

Collation

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Language

English

ISBN/ISSN

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Classification

NONE

Content Type

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Media Type

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Carrier Type

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Edition

1st Edition

Subject(s)

Banking

Specific Detail Info

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Statement of Responsibility

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Other version/related

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