Join us in this virtual learning event to enhance your knowledge on interest rate risk measurement, management and modelling. Participants will navigate diverse and essential aspects such as the ...
The European Banking Authority (EBA) has published a report on the implementation of the first phase of the short/medium term objectives in their interest rate risk in the banking book (IRRBB) heatmap ...
This piece is part of a series benchmarking bank ALM practices. Risk Management subscribers can view selected cuts of the underlying data here. Sign up for Risk Benchmarking emails here. Almost nine ...
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