Confronting new risk management guidelines for credit spread risk in banking

In both the European Union and globally, the new supervisory expectations for credit spread risk in the banking book pose a clear challenge for bank treasury and risk functions.

Feb 28, 2025 - 18:20
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Confronting new risk management guidelines for credit spread risk in banking
In both the European Union and globally, the new supervisory expectations for credit spread risk in the banking book pose a clear challenge for bank treasury and risk functions.