Advanced Management of Banking Book Risk

Advanced Management of Banking Book Risk is a conference dedicated to the control of banking book risk through advanced behavioural modelling for enhanced balance sheet structure and ris.

Advanced Management of Banking Book Risk covers topics such as:

• Advance behavioural modelling to better understand prepayment and deposit risk
• Enhance management of basis risk and hedging strategies in light of IRRBB
• How behavioural models inform FTP decisions and whether embedded optionality should be priced
• IRRBB alongside liquidity and funding decisions for dynamic banking book products

Advanced Management of Banking Book Risk brings together senior attendees from retail and corporate banks