As interest rates surge, bankers fret over last year's models

IRRBB modellers trying to predict client behaviour have little relevant data to fall back on

Related Keywords

,Bank Of England Boe ,European Central Bank Ecb ,European Banking Authority Eba ,Kpmg ,Deloitte ,Lloyds Banking Group ,Europe ,Nited Kingdom Uk ,Nterest Rate Risk In The Banking Book Irrbb ,Odelling ,Interest Rates ,Deposits ,Mortgages ,Banking Book ,Asset And Liability Management Alm ,Nterest Rate Models ,Internal Models ,Model Risk ,Profit Amp Lossp Ampl ,Hedge Accounting ,Boss ,Backtesting ,Data ,Edging ,Historical Data ,Interest Rate Risk ,Loans ,Negative Rates ,Regulation ,