IRR Limits, Controls, RBI IRRBB Guidance and Integrated Cases

IRR Limits, Controls, RBI IRRBB Guidance and Integrated Cases - Article

This article explains the governance, limits and controls used to manage Interest Rate Risk and connects them with RBI’s current IRRBB framework. It covers EaR and MVE limits, TGA and DGA, Board and ALCO responsibilities, behavioural assumptions, stress testing, model validation, supervisory outlier treatment and integrated cases involving repricing, duration, currencies and corrective action.