Banking Book Risk Summit 2016

The Banking Book Risk Summit 2016 is dedicated to Interest Rate, Managing Regulatory and Credit Risk in the Banking Book.

Topics

• IRRBB: Implications for Risk Measurement and Architecture
• Regulatory Reform of IRRBB
• CSRBB
• IFRS 9 - An Estimable Challenge
• Impact of Brexit on the Banking Book
• Modelling Credit Risk- Standardised Approach vs. IRB Approach
• Stress Testing the Banking Book