Net interest income is the most important source of income for many banks. In 2018, a review of the previous interest rate risk strategy and the methods applied is necessary in order to meet the new requirements as of 1 January 2019. In addition, it is advisable to update interest rate risk management from a business perspective as well, given the low or negative interest rate environment. This white paper deals with the essential aspects that bank management should take into account when dealing with interest rate risks.
