Regulatory Alerts2016-04-28
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Basel Committee – Interest Rate Risk in the Banking Book
The document is identified by the regulator as a listing for the Basel Committee's guidance on Interest Rate Risk in the Banking Book. It references the Supervisory Policy Manual section IR-1 which governs interest rate risk management for all authorized institutions. The text indicates a version history where the 2002 policy manual was superseded by current regulations effective April 2016.
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