Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2016 is a course that covers topics such as:
- Value and income metrics and distinctions between the banking and the trading book
- Current pillar 2 regime for IRRBB, its strengths and weaknesses
- Credit spread risk
- Problem areas associated with IRRBB including basis and residual risk
- The use of derivatives to hedge and manage IRRBB
- Methodologies for modelling interest rate risk
Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2016 brings together professionals within the financial industry.