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ECB mulls intervention on uneven banking book reporting
Inconsistency among EU banks on whether deposits and loans are in scope for credit spread risk
European central bank
European banking authority
European union
European banking authority eba
Uropean banking federation fbe
European central bank ecb
Credit spreads
Credit risk
Asset and liability management alm
Fair value
Risk appetite
Banking book
Interest rate risk
Sovereign bonds
Ingle supervisory mechanism ssm
Ark to market valuation
Why risk managers don t trust the EU s new IRRBB test
And why there may never be a perfect way of assessing the risks of changes in net interest income
European union
European banking authority
European banking authority eba
European commission ec
Bnp paribas
Basel committee on banking supervision bcbs
Uropean banking federation fbe
European central bank ecb
Stress testing
Stress scenarios
Interest rates
Interest rate risk
Interest rate derivatives
Tier 1 capital
Capital requirements
Ingle supervisory mechanism ssm
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