4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities 2018 is a conference dedicated to the final EBA IRRBB guidelines and the impact of rising rates & effects on behavioural models.
Topics
Mitigate the impact of low interest rates on your IRRBB, including impact on balance sheet management and modelling of customer behaviour
Prepare for the full implementation of the final IRRBB EBA guidelines and impact of public disclosures
Unpack capital requirements for IRRBB, particularly exploring ICAAP and stress testing
Deep dive into the intricacies of behavioural models, with particular attention to EVE and NII methods
Interplay of the boundary between your trading book and your banking book
Who should Attend
Attendees involved in:
Interest Rate Risk
IRRBB
Liquidity Risk
Banking Book
Treasury Risk
Market Risk
Risk
Past Events
4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities 2018 - 19-21 Nov 2018, London Marriott Hotel Canary Wharf, United Kingdom (78222)
Important
Please, check "Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities" official website for possible changes, before making any traveling arrangements
