Modeling Non-Maturity Deposit Risk: A Behavioral Framework for Interest Rate Stress For banking institutions, managing interest rate risk in the banking book (IRRBB) requires more than just looking at contractual …
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IRRBB
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Banks Face Expanded CSRBB Perimeter Following EBA Guidance European Union lenders are preparing to broaden their assessment of credit spread risk in the banking book (CSRBB) following recent guidance from …