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Interest Rate Risk in the Banking Book
Interest Rate Risk in the Banking Book, written by industry expert Paul Newson, provides a thorough guide to the new regulatory requirements surrounding IRRBB and demonstrates the importance of good governance.
The author explains the nature of interest rate risks in simple language, describing the methods typically used to measure them, with the added advantage of many worked examples. He explores the various strengths and weaknesses of each in order to come up with suggestions as to what constitutes best practice.