Interest Rate Risk in the Banking Book

Interest Rate Risk in the Banking Book is a conference dedicated to understanding, implementation and management of sound IRRBB policies.

Interest Rate Risk in the Banking Book 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 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


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

Prices are for evaluation only.

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