02 — Capability · BC-1780.40.10
Banking Book Rate Risk
Measure how rate shocks change net interest income and the economic value of equity, including behavioral assumptions for deposits and prepayments.
- IRRBB
- EVE and NII Sensitivity
02 — Capability · BC-1780.40.10
Measure how rate shocks change net interest income and the economic value of equity, including behavioral assumptions for deposits and prepayments.