From passive to active interest rate risk management: insights from the evolution of the interest rate markets
Extreme market fluctuations are challenging German regional banks to fundamentally rethink their interest book strategy. But how can banks not only react to such developments but also anticipate them? This article aims to go beyond a mere review.
Unstable markets and transatlantic divergences between the USA and Europe
zeb.market.flash #51, Q4 2024: Trumpโs tariff policy, a historic borrowing package for defense and infrastructure in Germany โ the current issue focuses on the latest major political developments in Germany and the world.
The interest rate risk conundrum
What is behind the alleged discrepancy between the banksโ negative IRRBB exposures and the observed increase in profitability? Which hedging strategies should banks use in the changed environment?
Medium-term interest rate scenarios and implications for European banks
What medium-term interest rate scenarios are possible? What are the consequences for European banks? And what control levers, if any, do institutions have in this situation?
Supervisory and market focus on interest rate and liquidity risks in the banking book
Analytical framework for bank management to identify and eliminate weaknesses. In specific cases, it even uncovered earnings potential.
Regional banks after the interest rate turnaround โ seizing opportunities, avoiding risks
Challenges of the interest rate turnaround require cross-divisional cooperation.
Soaring interest rates in turbulent times
zeb.market.flash Q2 2022 (Issue 41 โ July 2022): It is official: The era of zero interest rate levels seems to be over, but banks are currently not dealing with an isolated and gradual rate increase.
Say goodbye to the Goldilocks economy
zeb.market.flash Q1 2022 (Issue 40 โ April 2022): Post-war economic perspectives and impact on banks.
Five years of IRRBB โ a status quo assessment for interest rate risk management
Interest Rate Risk Study 2020: Current implementation status of IRRBB requirements and challenges.
IRRBB – Consultative paper on interest rate risk in the banking book
SBCBS 319 consultative paper puts business models to the test
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