NtInsight® for ALM Supports Interest Rate Risk in the Banking Book (IRRBB)
26 JUNE 2015 – NtInsight® for ALM, Numerical Technologies software solution for asset/liability management, supports the key requirements presented by the Basel Committee on Banking Supervision (BCBS) in its consultative document on interest rate risk in the banking book (IRRBB). The document released on June 8 proposes changes to the regulatory capital treatment and supervision…