IRRBB

Asset-liability management: Special report 2023

There is nothing new about the dynamics behind the ALM banking crisis of earlier this year: maturity transformation, liquidity risk and interest rate risk are at the heart of the traditional banking business model. But these old threats have been given…

Hear no EVE, see no EVE

The Fed chastised SVB for poor rate-risk monitoring, but most US banks’ disclosures remain focused on earnings alone

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