2nd Edition Managing Interest Rate Risk in the Banking Book 2017 is a conference dedicated to Establish effective governance of the IRRBB in relation to recent regulatory developments.
2nd Edition Managing Interest Rate Risk in the Banking Book 2017 covers topics such as:
- How banks are developing behavioural models under the IRRBB’s shock scenarios
- Benchmark governance processes of the IRRBB with other banks with particular focus on stress testing
- How the IRRBB will support banks in becoming more robust towards interest rate risk
- Regulatory updates impacting the IRRBB particularly from the EBA
- The boundary between the banking and trading book
2nd Edition Managing Interest Rate Risk in the Banking Book 2017 brings together attendees with responsibilities in:
- Interest Rate Risk
- Interest Rate Risk in the Banking Book / IRRBB
- Balance Sheet Management Risk
- ALM Risk
- Liquidity Risk
- Asset and Liability Management
- Risk
- Banking Book
- Stress Testing (test)
- Treasury
