Interest Rate Risk in the Banking Book 2017 is a conference dedicated to understanding, implementation and management of sound IRRBB policies.
Interest Rate Risk in the Banking Book 2017 covers topics such as:
- The nature of IRRBB and the typical metrics employed
- How to identify, measure and mitigate different types of risk
- IRR challenges and how they can impact your company
- Comparison of value and income metrics
- Different approaches to modelling IRRBB
- The main IRRBB governance considerations
- Case studies exploring implementation
Interest Rate Risk in the Banking Book 2017 is intended for professionals within the financial industry.