4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities 2018 is a conference dedicated to the final EBA IRRBB guidelines and the impact of rising rates & effects on behavioural models.
4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities 2018 covers topics such as:
- Mitigate the impact of low interest rates on your IRRBB, including impact on balance sheet management and modelling of customer behaviour
- Prepare for the full implementation of the final IRRBB EBA guidelines and impact of public disclosures
- Unpack capital requirements for IRRBB, particularly exploring ICAAP and stress testing
- Deep dive into the intricacies of behavioural models, with particular attention to EVE and NII methods
- Interplay of the boundary between your trading book and your banking book
4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities 2018 brings together attendees involved in:
- Interest Rate Risk
- IRRBB
- Liquidity Risk
- Banking Book
- Treasury Risk
- Market Risk
- Risk
