Interest Rate Risk in the Banking Book

Moody’s analysts discuss how lenders are managing the risks created by the end of the low-interest-rate era, and explore the favorable funding and liquidity characteristics of universal banks.

Speakers: Yasuko Nakamura, VP – Senior Credit Officer, Moody’s Investors Service; Edoardo Calandro, VP – Senior Credit Officer, Moody’s Investors Service

Hosts: Carolyn Henson, VP – Senior Research Writer, Moody’s Investors Service; Myles Neligan, VP – Senior Research Writer, Moody’s Investors Service

Related Research:

• Banking – Global: Interest rates and the banking book: risks and regulation
• Banks – Cross Region: Universal banks’ superior funding and reserves offset liquid asset encumbrance