BCB issued Circular No. 3.938 on changes to the rule on the identification, measurement, and control of interest rate risk in the banking book (IRRBB) and on the public disclosure and remittance (to BCB) of information related to IRRBB. Circular No. 3.938 amends Circular No. 3.876, which is dated January 31, 2018, and Circular No. 3.930, which is dated February 14, 2019. A consultation on the changes related to IRRBB took place from September 2018 to November 2018.
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Keywords: Americas, Brazil, Banking, Interest Rate Risk, IRRBB, Disclosures, Circular 3.938, Circular 3.876, Circular 3.930, BCB
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