Interest Rate Risk in the Banking Book 2018 is a conference dedicated to understanding, implementation and management of sound IRRBB policies.
Interest Rate Risk in the Banking Book 2018 covers topics such as:
- How to derive value from risk appetite
- The different challenges of using the value and income approaches
- Organising your balance sheet and understanding funding of the banking book
- Designing scenarios for scenario and sensitivity analysis
- Discussing data challenges within interest rate risk in the banking book
- Understanding behavioural modelling and model development for mitigating interest rate risk
Interest Rate Risk in the Banking Book 2018 brings together:
- Head of Interest Rate Risk
- Chief Risk Officer
- Asset-Liability Management
- Interest Rate Risk Manager
- Treasury Risk Analyst/Manager
- Market Risk Analyst/Manager
- Liquidity Risk
- Stress Testing
- Non-Traded Risk
- Head of Regulatory Reporting
