Principles for the Management of Interest Rate Risk

Topics:
Commercial Lending
Tags:
ALM Professional,
Finance,
Financial Planning,
Financial Services,
Interest Rate,
Risk Management
Source:
ALM Professional

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Overview: It is essential that banks have a comprehensive risk management process in place that effectively identifies, measures, monitors and controls interest rate risk exposures, and that is subject to appropriate board and senior management oversight. This paper describes each of these elements, drawing upon experience in member countries and principles established in earlier publications by the Committee. The objective of the paper is to outline a number of principles for use by supervisory authorities when evaluating banks' interest rate risk management.

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Format: PDF | Size: 174KB | Date: Sep 1997 | Pages: 39

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