Review of limits within interest rate risk management
IFBC supported Urner Kantonalbank in setting duration- and equity capital sensitivity-limits to control the interest rate risk. Based on the analysis of value and income effect and the expected interest rate development, recommendations for actions have been definied.
Urner Kantonalbank with its headquarter in Altdorf is the cantonal bank of canton Uri. Founded in 1915, Urner Kantonalbank is specialized on the business for retail clients as well as small and medium-sized enterprises.