From Open Risk Manual


BCBS 28 A is a document published by the Basel Committee on Banking Supervision on January 1997 in the Interest Rate Risk category.


Consultative document - Principles for the management of interest rate risk.


As part of its on-going efforts to address international bank supervisory issues, the Basel Committee on Banking Supervision is issuing the attached paper for comment by banks and other financial market participants on the management of interest rate risk. In this as in many other areas sound controls are of crucial importance. It is essential that banks have a comprehensive risk management process in place, that effectively identifies, measures, monitors and controls interest rate risk exposures, and that is subject to appropriate board and senior management oversight. The attached paper describes each of these elements, drawing upon experience in member countries and principles established in earlier publications by the Committee. The objective of the paper is to outline a number of principles for use by supervisory authorities when evaluating banks' interest rate risk management.

Document Profile

  • Publication Date: January 1997
  • Publication Type: Consultative
  • Publication Status: Closed
  • Publication Category: Interest Rate Risk
  • Number of Pages: 36
  • Keywords: Interest Rate Risk, Market Risk

See Also


For definitive information on regulatory matters always consult primary sources, especially where it concerns legally binding rules and regulations.

The above regulatory document abstract is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all internet users. There is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original authors (Links to the original texts are duly provided).