The Banking Book Risk Summit 2016 is dedicated to Interest Rate, Managing Regulatory and Credit Risk in the Banking Book.
The Banking Book Risk Summit 2016 covers topics such as:
- IRRBB: Implications for Risk Measurement and Architecture
- Regulatory Reform of IRRBB
- CSRBB
- IFRS 9 - An Estimable Challenge
- Impact of Brexit on the Banking Book
- Modelling Credit Risk- Standardised Approach vs. IRB Approach
- Stress Testing the Banking Book
