Filter
- Basel 3.1 16
- Brexit 1
- CRR2 8
- Capital 1
- Consultation Paper 2
- Covid 1
- Dear CEO Letter - PRA 1
- Dear CRO Letter - PRA 1
- Deposit Aggregators 2
- ICAAP 2
- ILAAP 2
- IRRBB 4
- Internal news 1
- Large Exposures 1
- Liquidity Risk 4
- Market Updates 1
- Model Risk Management 1
- Own Funds 2
- Policy Statements 1
- RRP 1
- Recovery Planning 1
- Regulatory reporting automation 2
- Regulatory reporting transformation 3
- Regulatory updates 30
- Risk Management 1
- Risk management framework 7
- Small Domestic Deposit Takers (SDDT) 2
- Solvent Exit Plan 1
- Stress testing 2
- Supervisory Statement 3
- k-ALM 4
Recalibration of IRRBB Shock Scenarios
In December 2023, the Basel Committee on Banking Supervision (BCBS) published a Consultative Document on the recalibration of shocks for the measurement of IRRBB. Following the consultation period, on 16 July 2024, the BCBS published the final Recalibration of Shocks in the Interest Rate Risk in the Banking Book Standard.
SVB and Risk Management in the Current Climate
Management of liquidity risk and IRRBB in the current climate.