Marc Wambold

Deutsche Bundesbank

Frankfurt/Main

Germany

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Scholarly Papers (1)

1.

Interest Rate Risk in the Banking Book - Is the SSM's Regulatory Approach Tight Enough?

Zeitschrift für Bankrecht und Bankwirtschaft / Journal of Banking Law and Banking (2021)
Number of pages: 35 Posted: 27 May 2021
Marc Wambold and Axel Wieandt
Deutsche Bundesbank and WHU - Otto Beisheim School of Management
Downloads 164 (234,362)

Abstract:

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Interest Rate Risk in the Banking Book (IRRBB), Low Interest Rate Environment, SSM Regulation, Minimum Capital Requirements, Supervisory Outlier Tests, Net Interest Income, Economic Value of Equity