IRRBB Explained (Interest Rate Risk in the Banking Book)
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- čas přidán 27. 08. 2022
- This video is part of my series on risk management at banks. It gives a short overview over IRRBB (interest rate risk in the banking book) which is an important part of market risk management.
Awesome content Sir. Thank you!
Very useful content... nicely explained
best content for rookie bankers like myself, ty so much
Great video!
Year 3 is the case of maturity mismatch of asset and liab, hence the -ve value.
What was the previous video?
Hey, I would like to ask.
Is the expected value (EV) perspective you mentioned here the same as the Economic Value of Equity (EVE) perspective?
जय श्री राम🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏
Isn’t it repricing gap’s instead of liquidity gaps under the concept of nii?
Yes, I agree. Your terminology is better
Very good video! !!!
Is there another or more deepest video about NII ?
P.S.
what is the tool /software you use to write on the screen? I guess that you are using IPAD, but I 'm curious about the software.
Thank you
I am not aware of a video on NII. I am using one note on an iPad
So IRRBB is the pillar 2 of the market risk right?
Yes, it is part of the pillar 2 requirements for market risk