银行业测算:BCBS调整利率冲击幅度对ΔEVE的影响

开源证券
Dec 10, 2025

BCBS 修订ΔEVE 利率冲击情景计量标准:平行上移250BP→225BP(人民币)巴塞尔委员会(BCBS)2024 年7 月发布《Recalibration of shocks in the interest raterisk in the banking book standard》修订了银行账簿利率冲击情景,并要求各成员国于2026 年1 月1 日正式实施。其对利率冲击的“平行上移”情形...

Source Link

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Most Discussed

  1. 1
     
     
     
     
  2. 2
     
     
     
     
  3. 3
     
     
     
     
  4. 4
     
     
     
     
  5. 5
     
     
     
     
  6. 6
     
     
     
     
  7. 7
     
     
     
     
  8. 8
     
     
     
     
  9. 9
     
     
     
     
  10. 10