Basel Committee releases interest rate risk document

The Basel Committee on Banking Supervision released another draft of the "Principles for the Management and Supervision of Interest Rate Risk" this morning.

The paper is essentially unchanged from the paper of the same title that was released along side the second consultative paper in January 2001. But it is hardly expected to be the last work on interest rate risk from that group, over the long term.

In the third consultative paper’s (CP3) section on Pillar II, the Committee left open the possibility that more work may be done on interest rate risk once the ink is dry on Basel II. Indeed, originally some members of the Basel Committee had

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