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Risk Blog: EZB Stresstest 2017 – Sensitivitätsanalyse des Zinsänderungsrisikos im Anlagebuch (Interest Rate Risk in the Banking Book, IRRBB)

Im Rahmen der Sensitivitätsanalyse werden die Auswirkungen von sechs verschiedenen Zinsszenarien untersucht.

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Contact

Matthias Eisert

Matthias Eisert

Partner
Frankfurt am Main

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Michael Maifarth

Michael Maifarth

Partner
Frankfurt am Main

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Dr. Michael Rönnberg

Dr. Michael Rönnberg

Partner
Frankfurt am Main

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