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Task Force on IRRBB (TFIR)

6 Aug 2014

Please find attached two papers discussing the IIF and IBFed (the Associations) positions and recommendations on the possible regulatory framework for interest rate risk in the banking book (IRRBB) and credit spread risk in the banking book (CSRBB).

Final_Letter_to_Ingves_on_TFIR_-_Fatal_Flaws
IIF-IBFed_June_2014_IRRCSR_Letter
 
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