Interest rate risk principles released by Basel Committee

Interest rate risk is covered in the new Basel II framework—published at the end of June—in the Pillar II section of the document. That means that no explicit capital charge will be calculated for this type of risk. However, the banking industry has asked for further clarification of how supervisors will view interest rate risks.

This final document was consulted on publicly in January 2001 and again in September 2003. Changes from the original included the addition of principles 12 through 15

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