Market rates along the curve rarely move in a parallel fashion, and the change in the slope of the curve can be just as important as the actual change in rates.
Browsing: Interest rate risk
The Basel Committee on Banking Supervision’s proposed interest rate risk capital requirement is fundamentally flawed and could ultimately increase interest rate risk, ABA and another trade group said in a comment letter on Friday.
The Basel Committee on Banking Supervision yesterday proposed an interest rate risk capital requirement, which ABA deemed “out of line with the regulatory program in the U.S.”
The House Agriculture Committee yesterday passed a reauthorization bill for the Commodity Futures Trading Commission. ABA successfully advocated for the inclusion of an amendment that would provide an exemption for derivatives clearing for small bank holding companies.