Regulatory Alerts2025-02-12
Added · Updated
Interest Rate Risk Management
The regulator issued this circular on 12 February 2025 to update guidance on Interest Rate Risk Management for all authorized institutions. The document includes specific annexes providing guidance on calculating capital adequacy ratios adjusted for unrealized losses on held-to-maturity debt securities and establishing good practices for using behavioral models to measure interest rate risk in the banking book. This update supersedes previous versions and references lessons drawn from the banking turmoil in the US and Europe.
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