Podcast
Questions and Answers
What is the abbreviation used for Interest Rate Risk in the Banking Book?
What is the abbreviation used for Interest Rate Risk in the Banking Book?
- IRRBBB
- IRBB
- IRRB
- IRRBB (correct)
According to the CBUAE Standards on IRRBB, how should interest rate risk be captured?
According to the CBUAE Standards on IRRBB, how should interest rate risk be captured?
- Through changes in customer deposits
- Only through changes in expected earnings
- Only through changes in the economic value of the balance sheet
- Through changes in both expected earnings and the economic value of the balance sheet (correct)
What is the name of the standards articulated by the Basel Committee on Banking Supervision in April 2016 related to interest rate risk in the banking book?
What is the name of the standards articulated by the Basel Committee on Banking Supervision in April 2016 related to interest rate risk in the banking book?
- Basel Accord on IRRBB
- Basel Guidelines on IRRBB
- Basel Principles on IRRBB
- Basel Standards on IRRBB (correct)
What does MMG provide guidance on related to IRRBB?
What does MMG provide guidance on related to IRRBB?
What is the scope of the CBUAE Standards on IRRBB?
What is the scope of the CBUAE Standards on IRRBB?
What is the minimum set of metrics that should be computed to capture changes in expected earnings and economic value, as per the CBUAE Standards on IRRBB?
What is the minimum set of metrics that should be computed to capture changes in expected earnings and economic value, as per the CBUAE Standards on IRRBB?
What is the definition of gap risk in the context of interest rate risk in the banking book?
What is the definition of gap risk in the context of interest rate risk in the banking book?
What should be included in the model documentation and verified by the finance team on a yearly basis, as per the CBUAE Standards on IRRBB?
What should be included in the model documentation and verified by the finance team on a yearly basis, as per the CBUAE Standards on IRRBB?
Which of the following is NOT included in the positions to be identified in interest sensitive instruments, as per the CBUAE Standards on IRRBB?
Which of the following is NOT included in the positions to be identified in interest sensitive instruments, as per the CBUAE Standards on IRRBB?
What should differences in exposures against general ledger and published financials be documented as, as per the CBUAE Standards on IRRBB?
What should differences in exposures against general ledger and published financials be documented as, as per the CBUAE Standards on IRRBB?
