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Interest Rate Risk in the Banking Book最新文献

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IRRBB governance and framework IRRBB治理和框架
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch7
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引用次数: 0
How to manage IRRBB 如何管理IRRBB
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch3
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引用次数: 0
How to identify and measure Interest Rate Risk in the Banking Book 如何识别和衡量银行业务中的利率风险
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch2
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引用次数: 0
What is IRRBB and why is it important? 什么是IRRBB ?为什么它很重要?
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch1
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引用次数: 0
Appendix 1: Example of IRRBB policy aligned with the requirements of BCBS Standards 附录1:符合BCBS标准要求的IRRBB政策示例
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.app1
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引用次数: 0
Index 指数
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.index
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引用次数: 0
Appendix 2: Example of IRRBB model manual 附录2:IRRBB模型手册示例
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.app2
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引用次数: 0
IRRBB stress test, reverse stress test and ICAAP IRRBB压力测试，反向压力测试和ICAAP
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch6
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引用次数: 0
Behaviouralisation of items without deterministic maturity and their impact on IRRBB 未确定成熟度的项目的行为化及其对IRRBB的影响
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch4
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引用次数: 0
Interest rate risk and asset liability management 利率风险及资产负债管理
Interest Rate Risk in the Banking Book Pub Date : 2021-11-02 DOI: 10.1002/9781119755043.ch5
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引用次数: 0
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