IRRBB

• Asset liability management

Basel rates split heralds soft landing, banks hope

First consultation paper on banking book interest rate exposure is expected in March

• 02 Feb 2015

• Asset liability management

Banking book rate risk project splits in two

Regulators working on Pillar II guidance as well as fixed capital regime

• 05 Dec 2014

• Risk management

Basel rate-risk project sets up scrap over deposit models

Regulators could cap the maturity banks assume for large chunks of their deposit base

• 20 Nov 2014