05.05.2025 / 10:00
FORRSight Magazine: It's All About Data!
Check out our second FORRSight Magazine – DKF Edition! It's All About Data! From insight to action - fueling innovation and decision-making in financial markets.
FORRSight Magazine
Martin Hiller
Partner
Roman Kunert
Director
Articles
Read the latest articles on Quantitative Methods & Data Analytics.
There is no way to reduce business complexity. If you are able to accept & understand and it, you will find a way to manage it. FORRS understands your complex business.
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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.
Governance, Risk Management, Compliance