from initial assessment to final review. Join us in this virtual learning event to enhance your knowledge on interest rate risk measurement, management and modelling. Participants will navigate ...

Markets generally go down for one of three reasons: a recession, higher interest rates or an exogenous shock, such as the ... higher rates are probably the larger risk. When considering the ...

Interest rate risk in the banking book is the risk posed by adverse movements in interest rates that cause a mismatch between the rates banks set on customer loans and on deposits. For example, if ...