Advanced Management of Banking Book Risk is a conference dedicated to the control of banking book risk through advanced behavioural modelling for enhanced balance sheet structure and ris.
Topics
- Advance behavioural modelling to better understand prepayment and deposit risk
- Enhance management of basis risk and hedging strategies in light of IRRBB
- How behavioural models inform FTP decisions and whether embedded optionality should be priced
- IRRBB alongside liquidity and funding decisions for dynamic banking book products
Who should Attend
Senior attendees from retail and corporate banks
