All bank risk assessment regimes measure both credit and interest rate risk. Measuring 1 in isolation is idiotic for now obvious reasons.
[0] https://www.bloomberg.com/news/articles/2023-03-13/svb-failu...
All bank risk assessment regimes measure both credit and interest rate risk. Measuring 1 in isolation is idiotic for now obvious reasons.
[0] https://www.bloomberg.com/news/articles/2023-03-13/svb-failu...