INTEREST RATE RISK IN THE BANKING BOOK

Over the past decade the Basel Committee on Banking Supervision (the Basel Committee) has released a number of consultative documents discussing the management and supervision of the interest rate risk inherent in a bank’s balance sheet1. The Committee’s most recent release on this topic forms part of the proposed New Basel Capital Accord (the New Accord), which comes into effect in 200…

Cross-sectoral review of group-wide identification and management of risk con…

This paper builds upon prior work conducted by Joint Forum working groups in the area of risk integration and aggregation 1 and aims to explore the progress that financial conglomerates have made in identifying, m easuring, and managing risk concentrations on a firm-wide basis and across the major risks to which the firm is exposed. In December 1999, the Joint Forum published its …

Principles for enhancing corporate governance

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92-9197-844-2

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Fundamental review of the trading book

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