Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2016

  • 14-15 Sep 2016
  • Thistle Holborn, The Kingsley, London, United Kingdom

Description

Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2016 is a course that covers topics such as:

  • Value and income metrics and distinctions between the banking and the trading book
  • Current pillar 2 regime for IRRBB, its strengths and weaknesses
  • Credit spread risk
  • Problem areas associated with IRRBB including basis and residual risk
  • The use of derivatives to hedge and manage IRRBB
  • Methodologies for modelling interest rate risk

Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2016 brings together professionals within the financial industry.

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Event Categories

Business: Finance

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