Here is the Part 4 (of 4) video on Interest Rate Risk in the Banking Book (IRRBB), a bit over the self-imposed 5-minute length. The longer time was needed to discuss the two metrics that the Basel Committee suggested banks report for this risk exposure, namely Economic Value of Equity (EVE Delta) and Net Interest Income (NII Delta).
This topic occupies an entire chapter in the book "The Principles of Banking, 2nd edition"
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