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Die BaFin hat eine Neufassung zum Rundschreiben 11/2011 (BA) für Zinsänderungsrisiken im Anlagebuch (im Folgenden ZÄR im AB) veröffentlicht. Die Überarbeitung berücksichtigt die Änderungen in der internationalen Regelsetzung. Unter anderem hat die EBA 2015 neue „Leitlinien zur Steuerung des Zinsänderungsrisikos bei Geschäften des Anlagebuchs“ (EBA-GLs) formuliert Read more↗

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