MORS Software 2017 Interest Rate Risk Management Survey Results published

 

MORS Software today published the results of its 2017 SURVEY ON INTEREST RATE RISK MANAGEMENT (IRR)

The survey results show that internal risk management drivers have a higher priority in measuring and monitoring IRR than regulatory requirements. Furthermore, the results reveal that banks are making progress on measuring interest rate risk according the Interest Rate Risk in the Banking Book (IRRBB) regulations. The survey also explored the capability of measurement and monitoring of interdependency between risks in banks.

The survey was carried out between January and February 2017 and sixty-nine banking professionals participated from thirty-three countries across the UK, Continental Europe, Asia, Africa and North America.

“The Interest Risk Management Survey was launched to complement our annual Liquidity Risk Management Surveys,” said Mika Mustakallio, MORS Software CEO. “We see a trend in banks to integrate interest rate risk management and liquidity risk management as part of Asset and Liability Management (ALM), and to optimise all risks against internal and external constraints without silos.  With the surveys, we hope to capture an understanding of how the holistic view of risks develops.”


To receive a copy of the full survey report, please contact us.

 

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