"Banks are advised to be in preparedness for measuring, monitoring, and disclosing their exposure to interest rate risk in the banking book" in terms of the circular, it added. As per the guidelines, ...

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

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.

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

Higher interest rates pose risk to renewable sector, hurting energy transition, say analysts. By Reuters. April 18, 2024 4:35 PM UTC Updated April 18, 2024 ... "In a higher interest-rate scenario, ...

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 ...

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.

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 ...