
This article was paid for by a contributing third party.More Information.
Regulating interest rate risk
The panel
- Steven Good, Director, ALM, FTP and liquidity risk product management, SS&C Algorithmics
- Adrian Docherty, Head of bank advisory, BNP Paribas
- Yujush Saksena, Managing director, treasury risk, BNY Mellon
- Eric Schaanning, Director, global head of ALM risk management, Credit Suisse
- Moderator: Samuel Wilkes, Deputy editor, regulation, Risk.net
Over the past decade, regulators have introduced stress tests, liquidity and funding standards – and overhauled rules specifically on interest rate risk in the banking book (IRRBB) – that have all had some bearing on the current crisis. But they haven’t yet been implemented fully, or equally, from one jurisdiction to another.
Key topics discussed:
- IRRBB: a global standard that doesn’t apply globally
- Other regulatory tools: stress tests, liquidity coverage ratio and net stable funding ratio
- Is the current framework fit for purpose?
Sponsor content
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net