tailieunhanh - Principles for the Management and Supervision of Interest Rate Risk

Starting in the spring of 2009, a fast recovery in global equities and a rise in house values in many economies (the euro area and Japan are exceptions) were accompanied by a reduction in corporate bond spreads and other risk premia (Graphs and , top panels), though some risk measures have meanwhile risen again in the context of the Greek sovereign debt crisis. Reported VaR figures show that risk as measured by potential losses from banks’ trading positions remains high (Graph , bottom left-hand panel). At the same time, a primary goal of central bank and government actions during the 2007–09 crisis was to stop the collapse. | Superseded document Basel Committee on Banking Supervision Consultative Document Principles for the Management and Supervision of Interest Rate Risk Supporting Document to the New Basel Capital Accord Issued for comment by 31 May2001 January 2001 BANK FOR INTERNATIONAL SETTLEMENTS Superseded document Superseded document Table of contents I. SOURCES AND EFFECTS OF INTEREST RATE A. Sources of Interest Rate B. Effects of Interest Rate II. SOUND INTEREST RATE RISK MANAGEMENT III. BOARD AND SENIOR MANAGEMENT OVERSIGHT OF INTEREST RATE A. Board of B. Senior C. Lines of Responsibility and authority for Managing Interest Rate IV. ADEQUATE RISK MANAGEMENT POLICIES AND V. RISK MEASUREMENT MONITORING AND CONTROL A. Interest rate risk B. C. Stress D. Interest Rate Risk Monitoring and VI. INTERNAL VII. INFORMATION FOR SUPERVISORY VIII. CAPITAL IX. DISCLOSURE OF INTEREST RATE X. SUPERVISORY TREATMENT OF INTEREST RATE RISK IN THE BANKING ANNEX 1 INTEREST RATE RISK MEASUREMENT A. Repricing B. Simulation C. Additional ANNEX 2 MONITORING OF INTEREST RATE RISK BY SUPERVISORY A. time B. C. Supervisory ANNEX 3 THE STANDARDISED INTEREST RATE ANNEX 4 AN EXAMPLE OF A STANDARDISED A. B. Calculation .

TỪ KHÓA LIÊN QUAN
crossorigin="anonymous">
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.