Regulatory Alerts2025-03-06
Decision on the Management of Interest Rate Risk in The Non-Trading Book
The Executive Board of the National Bank of Serbia issues this Decision to establish detailed conditions for identifying, measuring, and mitigating interest rate risk in the banking book. Banks are required to implement comprehensive management systems, define risk appetite and tolerance levels, and apply standardized or simplified measurement approaches for exposure. The regulation mandates robust internal controls, regular reporting, and stress testing to ensure adequate capital and risk management practices.
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