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Banking

¿Qué es Riesgo de Tipo de Interés?

Riesgo de Tipo de Interés The risk that changes in market interest rates will adversely affect a bank’s earnings or the economic value of its assets and liabilities. It is a core element of bank risk management under Basel and regulatory frameworks.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Riesgo de Tipo de Interés” Used in Practice?

Los bancos deben evaluar periódicamente la exposición al riesgo de tipo de interés y reportar los resultados de pruebas de estrés a los reguladores según Basilea.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

¿Qué es Riesgo de Tipo de Interés?

The risk that changes in market interest rates will adversely affect a bank’s earnings or the economic value of its assets and liabilities. It is a core element of bank risk management under Basel and regulatory frameworks.

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