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Castagna, 2018 - Google Patents

Analysis of the New Standards to Measure and Manage the Interest Rate Risk of the Banking Book Issued By BIS Committee

Castagna, 2018

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Document ID
5822143673137277669
Author
Castagna A
Publication year
Publication venue
Available at SSRN 3167696

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Snippet

This paper presents an analysis of the new standards issued in April 2016 by the Basel Committee, on the measurement and the management of the IRRBB. We will investigate how the new rules will affect the processes currently run by banks and if they are consistent …
Continue reading at papers.ssrn.com (PDF) (other versions)

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