Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities

Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities is a conference dedicated to the final EBA IRRBB guidelines and the impact of rising rates & effects on behavioural models.

Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities 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

Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities brings together attendees involved in:

  • Interest Rate Risk
  • IRRBB
  • Liquidity Risk
  • Banking Book
  • Treasury Risk
  • Market Risk
  • Risk

Important

Please, check the official conference website for possible changes, before you make any traveling arrangements

Prices are for evaluation only.

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