
21.08.2025 / 11:00
Managing Interest Rate Risk in the Banking Book
Interest Rate Risk in the Banking Book (IRRBB) is a critical component of a bank’s risk management framework. IRRBB focuses on risks to capital and earnings arising from changes in interest rates related to positions held in the banking book. This paper aims to give an overview of the key principles of IRRBB management and typical methods for measurement in the standard approach.