The Principles for the Management of Interest Rate Risk

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Committees at the Bank for International...

The Principles for the Management of Int...

Committees at the Bank for International Settlement (BIS)

The Principles for the Management of Interest Rate Risk

Basle Committee on Banking Supervision Basle, September 1997

Table of Contents

I. Sources and effects of interest rate risk

II. Sound interest rate risk management practices

III. Board and senior management oversight of interest rate risk

IV. Adequate risk management policies and procedures

V. Risk measurement and monitoring system

VI. Comprehensive controls

VII. Monitoring of interest rate risk by supervisory authorities

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