Enlaces

Reguladores y cuerpos supervisores

• Bank for International Settlements (BIS): http://www.bis.org

 

Tipo de interés (IRRBB)

• Interest rate risk in the banking book, Abril 2016

 

Liquidez

• Principles for Sound Liquidity Risk Management and Supervision, Septiembre 2008
• Basel III: International framework for liquidity risk measurement, standards and monitoring, Diciembre 2010
• Complete set of agreed changes to the formulation of the Liquidity Coverage Ratio, Diciembre 2010
• Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools, Enero 2013
• Monitoring tools for intraday liquidity management, Abril 2013
• Basel III: the net stable funding ratio, Octubre 2014

 

• European Banking Authority (EBA): http://www.eba.europa.eu

Tipo de Interés (IRRBB)

• Guidelines on the management of interest rate risk arising from non-trading activities (EBA-GL-2018-02), Julio 2018

Liquidez

• https://www.eba.europa.eu/regulation-and-policy/liquidity-risk

 

• Banco de España (BdE): http://www.bde.es

• European Central Bank (ECB): https://www.ecb.europa.eu

  • TLTRO III (Targeted longer-term refinancing operations), Marzo 2019

 

Otros enlaces de interés

• Blog Mirai

https://blog.mirai-advisory.com/