IRRBB Explained (Interest Rate Risk in the Banking Book)

This video is part of my series on risk management at banks. It gives a short overview over IRRBB (interest rate risk in the banking book) which is an important part of market risk management.

[@tomasborralho7460]

best content for rookie bankers like myself, ty so much

[@ManceTV]

Awesome content Sir. Thank you!

[@theTruthSeeker8]

Very useful content... nicely explained

[@henriqueramos6947]

Great video!

[@elishemaks]

Hey, I would like to ask. Is the expected value (EV) perspective you mentioned here the same as the Economic Value of Equity (EVE) perspective?

[@divyaalok5538]

जय श्री राम🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏

[@sbrahma2006]

Year 3 is the case of maturity mismatch of asset and liab, hence the -ve value.

[@GF-fc1nv]

Isn’t it repricing gap’s instead of liquidity gaps under the concept of nii?

[@FinAndEcon]

Yes, I agree. Your terminology is better

[@abimaeljr1]

Very good video! !!! Is there another or more deepest video about NII ? P.S. what is the tool /software you use to write on the screen? I guess that you are using IPAD, but I 'm curious about the software. Thank you

[@FinAndEcon]

I am not aware of a video on NII. I am using one note on an iPad

[@muforlife7460]

So IRRBB is the pillar 2 of the market risk right?

[@FinAndEcon]

Yes, it is part of the pillar 2 requirements for market risk