Interest Rate Risk in the Banking Book (IRRBB) MasterClass - EU edition

The Interest Rate Risk in the Banking Book (IRRBB) MasterClass - EU edition is dedicated to the understanding and managing interest rate risk in the banking book (IRRBB).

Topics

• Implementation approaches
• Credit spread risk in the banking book (CSRBB)
• BCBS framework overview
• Role-playing exercises
• Impact of other regulations
• Stress testing techniques
• Risk aggregation
• Team spreadsheet-based exercises
• Scenario analysis techniques

Who should Attend

• Risk managers
• Bank supervisors
• Financial analysts
• Compliance officers
• Bank executives