Neisen, Martin (ed.); Röth, Stefan (ed.) - 2018 - 2nd edition
Literature -- Notes -- 12 Interest Rate Risk in the Banking Book (IRRBB) -- 12.1 Introduction -- 12.2 Principles for treatment … liquidity -- 11.9 Credit risk -- 11.10 Counterparty credit risk -- 11.11 Securitisation -- 11.12 Market risk -- 11.13 Interest … rate risk in the banking book -- 11.14 Remuneration -- 11.15 Benchmarking -- 11.16 Operational risk -- 11.17 Credit …