Basel interest rate risk disclosures "problematic"

IRRBB could reveal commercially sensitive information and mislead analysts

question mark
Big reveal: public disclosure of shock scenario results may divulge duration of bank assets and liabilities

New public disclosure requirements for interest rate risks to banks' deposit and loan books could prove troublesome, as they may reveal commercially sensitive information. The requirements could give competitors insight into individual banks' pricing and hedging strategies, as well as potentially misleading analysts who use the financial reports.

"Any sort of disclosure on non-maturity deposits would be pretty problematic for us, as would disclosing the change in the economic value of equity,"

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here