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Managing Interest Rate Risk in the Banking Book
June 22, 2017 - June 23, 2017
This marcus evans conference will address how the IRRBB regulation is pushing banks to manage interest rate risk and enforcing change in a number of areas. In particular, the conference will unpack the new methods used to calculate IRRBB and the impact of having standardised disclosures. It will also address the effect of the changing economic environment on interest rate risk and discuss what is expected to come from the EU regulators in regards to the IRRBB.
Attending this Conference will enable You to:
- Interpret and implement the IRRBB regulation, addressing particular challenges such as the standardised disclosures, stress testing and shock scenarios
- Best practices to modelling assumptions for non-maturing deposits and client behaviour
- Apply strategic approaches to EBA’s evolving requirements for the IRRBB and asses alongside the Basel Committee standards
- Establish the consequences of a changing economic climate on managing interest rate risk
- Examine IRRBB in the context of other risk regulations such as the FRTB