Interest Rate Risk in the Banking Book 2017 is a conference dedicated to understanding, implementation and management of sound IRRBB policies.
Topics
- The nature of IRRBB and the typical metrics employed
- How to identify, measure and mitigate different types of risk
- IRR challenges and how they can impact your company
- Comparison of value and income metrics
- Different approaches to modelling IRRBB
- The main IRRBB governance considerations
- Case studies exploring implementation
Who should Attend
Professionals within the financial industry.