Royal Bank of Canada
Close on Nov 2, 2026Market cap $286.53BP/E 18.0Yield –
Royal Bank of Canada Interest Rate Risk in the Banking Book: +100 bps by Quarter
Interest Rate Risk in the Banking Book (IRRBB): +100 bps Interest Rate Impact on Next 12 Months NII (C$M) (M)
Royal Bank of Canada Interest Rate Risk in the Banking Book: +100 bps: 373M in Q3 FY26, up 36.1% from a year earlier.
Where the Q3 FY26 figure comes from
Source: RBC Q3 2026 Supplementary Financial Information (26q3supp.xlsx) [Page_4] ↗
Quarterly history
Hover a value to see the sentence it was read from; calculated values show their formula
Breakdown
What makes up interest Rate Risk in the Banking Book: +100 bps
- IRRBB: −100 bps Interest Rate Impact on Next 12 Months NII (C$M)-558 · Q3 FY26
- IRRBB: +100 bps Interest Rate Impact on Economic Value of Equity / EVE (C$M)-2,511 · Q3 FY26
- IRRBB: −100 bps Interest Rate Impact on Economic Value of Equity / EVE (C$M)1,848 · Q3 FY26
- Market Risk: Average Total VaR for the Quarter (99% 1-Day, C$M)33 · Q3 FY26
- Market Risk: Peak Total VaR for the Quarter (C$M)42 · Q3 FY26
- Market Risk: Average Trading VaR for the Quarter (C$M)20 · Q3 FY26
Cite this data
StockData. (2026). Royal Bank of Canada Interest Rate Risk in the Banking Book: +100 bps (M), quarterly Q4 FY18–Q3 FY26 [Data set]. Compiled from Royal Bank of Canada SEC filings and investor materials. https://stockdatahq.com/stocks/ry/kpis/irrbb-up100-nii-m
See every metric in the Royal Bank of Canada KPI table. Data updated Nov 2, 2026.