APG 117

Interest Rate Risk in the Banking Book

APRA practice guide — Interest Rate Risk in the Banking Book.

Issuing regulator

APRA

Topics


Source: https://www.apra.gov.au/sites/default/files/2024-09/Prudential%20practice%20guide%20APG%20117%20Capital%20Adequacy%20Interest%20Rate%20Risk%20in%20the%20Banking%20Book.pdf. Rules Mate indexes + summarises; always verify against the regulator's live publication.