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O que e Risco de Taxa de Juros?

Risco de Taxa de Juros 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 “Risco de Taxa de Juros” Used in Practice?

Os bancos devem avaliar regularmente as exposições ao risco de taxa de juros e reportar os resultados de testes de estresse aos reguladores conforme Basileia.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

O que e Risco de Taxa de Juros?

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.

Where can I learn this term for free?

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