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2nd Edition Managing Interest Rate Risk in the Banking Book 

November 22, 2017 - November 24, 2017

This marcus evans event will enable banks to establish an effective IRRBB framework to gain competitive ground. The meeting will explore how banks can steer the balance sheet to defend against interest rate risk sensitivities, advancements to systems and behavioural models under the IRRBB, developments in the IRRBB EBA guidelines and stress testing requirements and the separation between the banking and trading book.

Attending this Conference will enable You to:

  • Benchmark governance processes of the IRRBB against other banks with focus on stress testing
  • Understand how banks are developing behavioural models under the IRRBB’s shock scenarios
  • Examine regulatory updates impacting the IRRBB particularly from the EBA
  • Assess how the IRRBB will support banks in becoming more robust towards interest rate risk
  • Define the boundary between the banking and trading book

For more information please visit the event website or contact Yiota Andreou  at yiotaa@marcusevanscy.com