BIS paper on management of interest rate risk

As part of its ongoing efforts to address international bank supervisory issues, the Basel Committee on Banking Supervision issued a paper on principles for the management of interest rate risk in September 1997. This revised version is being issued to support the Pillar 2 approach to interest rate risk in the banking book in the new capital framework. The revision is reflected especially in the Summary, in Principles 12 to 15, and in Annexes 3 and 4.

Click here to read the publication

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@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com 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 Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Central Banking 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

.