Foreword

Colin Johnson

Since the global financial crisis and the subsequent recession, “how to” publications on banking, the regulatory environment, transformation of the industry and lessons from the past have become commonplace. If you worked in the industry at the time, the lessons learned will be etched into your consciousness. Although it may not have felt like a positive thing at the time, hopefully on reflection like me you will value the experience of what must have been the most exciting and interesting time to be part of the banking landscape.

The spotlight on the banking industry has mostly been on liquidity, capital, conduct and regulatory scrutiny, which incidentally are all now terms acknowledged, if not understood, by the population at large. However, the external coverage or documentation around managing the complexity of interest rate risk in the banking book (IRRBB) has remained largely unexplored. For many, IRRBB has been considered the poor relation, both compared to “trading” but also in the overall banking asset and liability management framework.

In this new and important book, Paul Newson fully explores IRRBB, taking the reader on that journey to understanding and

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