The Guideline 33/2013 on management of interest rate risk

Type: Directives
Approved by: Supervisory Council
Number: 33
Date: 30.04.2013
Enter into force: 08.07.2013
Published in: Official Bulletin of BoA
on: 24.06.2013
Category: Supervision
Department: Banking Supervision
The purpose of this Guideline is to provide recommendations regarding risk management, which risk derives from bank’s position in securities, financial instruments trading portfolio, and interest rate fluctuations, as well as to evaluate bank’s adequacy and effectiveness in the management of interest rate risk.