BANKING
IRRBB
Interest-rate risk arising from banking-book positions and their repricing, basis and option characteristics.
What does it stand for?
Interest Rate Risk in the Banking Book
What it means
Interest-rate risk arising from banking-book positions and their repricing, basis and option characteristics.
How to interpret it
This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.
Related Acronyms
BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.