Interest-rate risk: The market value of a bond can fluctuate as interest rates change. Bond values move up when rates fall ...

IRRBB refers to the current or prospective risk to banks’ capital and earnings arising from adverse movements in interest rates that affect its banking book positions, per the guidelines.

Investors face risks from a possible Federal Reserve interest-rate hike, as well as sharp cuts, in the months ahead, says ...

Interest rate risk in banking book (IRRBB) ... Banks should be able to compute the impact of such risks on the economic value and earnings in various scenarios.

This paper examines the challenges of formulating monetary policy in the face of heightened uncertainty. We develop a framework to assess the optimal monetary policy path under uncertainty, focusing ...

Bloomberg announced today that Airstar Bank, a digital bank in Hong Kong, has adopted MARS Front Office, part of Bloomberg’s Multi-Asset Risk System (MARS) solution, to support their Interest ...

PARIS/FRANKFURT (Reuters) -European Central Bank interest rates may be close to bottoming out but uncertainty was high and the environment was prone to sudden changes that could also alter the ...

Kate Nalepinski is a Newsweek journalist based in New York City. Kate joined Newsweek in May 2024. She is a graduate of Ithaca College. The Federal Reserve opted to leave interest rates unchanged ...

The Reserve Bank on Friday issued final guidelines on Interest Rate Risk in Banking Book which require banks to measure, monitor, and disclose their exposure to IRRBB that may impact the capital base ...

The Reserve Bank on Friday issued final guidelines on Interest Rate Risk in Banking Book which require banks to measure, monitor, and disclose their exposure to IRRBB that may impact the capital ...