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Found 1 from your keywords: author=Basel Committee on Bank...

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INTEREST RATE RISK IN THE BANKING BOOK

Basel Committee on Banking Supervision (

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…

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