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

Future Events

Interest Rate Risk in the Banking Book 2020

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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