Basel III International Banking Framework
Basel III Pillar 2: Supervisory Review Process

Basel III International Banking Framework BASEL3-SRP-3: Interest Rate Risk in the Banking Book (IRRBB)

Identify, measure, monitor and control interest rate risk in the banking book using economic value of equity and net interest income measures, six prescribed interest-rate shock scenarios and the supervisory outlier test.

Other controls in Basel III Pillar 2: Supervisory Review Process

Query this from an agent

The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.