The interest rate risk in the banking book is one of the main risks of banks. While no capital requirement under Pillar I is set for this risk, it is a significant risk that affects the profitability and stability of the bank.
The introduction and maintenance of the IRRBB management system is required by Basel II / III regulation and the requirements for this system further specify the EBA Guidelines. The bigger the bank is, the higher the demands placed on it by the regulator are and the more sophisticated and complex the approach IRRBB has to be taken. ARM offers its services in the field of introducing or revising the IRRBB management system to all banks and similar entities.
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