3rd Edition Managing Interest Rate Risk in the Banking Book Conference

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Events

Posted By Gbaf News

Posted on July 20, 2018

3rd Edition Managing Interest Rate Risk in the Banking Book Conference

To create more consistency across the board and get banks in a position where they can face challenging situations relating to interest rate risk, the EBA have been developing IRRBB guidelines, where following a consultation period taking place at the moment, the EBA final guidelines will be upon us soon. Banks have already been developing frameworks, working on scenario analysis, improving behavioural models, and with the rule becoming more final they will want to ensure they are responding in the most accurate and efficient way. This marcus evans conference will look at how banks can actively manage interest rate risk, improve frameworks, and advance behavioural models under the EBA’s final IRRBB guidelines to become increasingly robust and take a strategic approach to interest rate risk management.

Attending this premier marcus evans conference will enable you to:

Establish a strategic approach to EBA’s final IRRBB guidelines addressing system and data challenges
Advance behavioural modelling for non-maturing deposits and equities
Extract insights from behavioural models and scenario analysis to actively manage interest rate risk
Understand the implications of IRRBB on capital giving consideration to ICAAP
Draw the line between IRRBB and FRTB for each desk with concern to the impact

3rd Edition Managing Interest Rate Risk in the Banking Book Conference

Expert speaker panel includes:

Alexander Tsorlinis, Head of Market Risk Management, Raiffeisen Bank International
Jeff Simmons, Managing Director, Head of Enterprise Risk, The Bank of Tokyo-Mitsubishi UFJ
Sander Boogmans, Head of Interest Rate Risk Management, ING
Cristiano Bonisoli, Head of ALM, Banco BPM
Angrit Lower, Head of Liquidity and Interest Rate Risk Management, UniCredit
Frank Mulder, Head of Interest Rate Risk Management and Strategy, Rabobank

*Delegate discounts available for Global Banking and Finance Review readers/subscribers.

For more information please visit the event website: https://goo.gl/dSN88U or contact Constandinos Vinall at [email protected]

DATE

Jun 27 2018 – Jun 29 2018

TIME

All of the day

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