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
Who should Attend
Professionals within the financial industry.
Past Events
Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2016 - 14-15 Sep 2016, Thistle Holborn, The Kingsley, London, United Kingdom (60946)
Interest Rate Risk in the Banking Book: The Pillar 2 Approach 2026
Important
Please, check "Interest Rate Risk in the Banking Book: The Pillar 2 Approach" official website for possible changes, before making any traveling arrangements
