The SEACEN Centre announces the release of Practices in Management of Interest Rate Risk in the Banking Book (IRRBB). The paper examines risk management practices and disclosure levels among selected major Global Systemically Important Banks (G-SIBs) and Domestic Systemically Important Banks (D-SIBs).
It highlights practices that support more robust assessment of banks’ IRRBB management and disclosures. The findings underscore the complexities faced by policymakers and supervisors in benchmarking banks, given the diversity of risk management approaches and disclosure practices.
Publication of this paper reflects the SEACEN Centre’s continued commitment to strengthening the capacity of Member Institutions through ongoing research on topics of current focus and strategic relevance.