Interest Rate Risk in the Banking Book 2019

Interest Rate Risk in the Banking Book 2019 is a conference dedicated to understanding, implementation and management of sound IRRBB policies.

Topics

• How to derive value from risk appetite
• The different challenges of using the value and income approaches
• Organising your balance sheet and understanding funding of the banking book
• Designing scenarios for scenario and sensitivity analysis
• Discussing data challenges within interest rate risk in the banking book
• Understanding behavioural modelling and model development for mitigating interest rate risk

Who should Attend

• Head of Interest Rate Risk
• Chief Risk Officer
• Asset-Liability Management
• Interest Rate Risk Manager
• Treasury Risk Analyst/Manager
• Market Risk Analyst/Manager
• Liquidity Risk
• Stress Testing
• Non-Traded Risk
• Head of Regulatory Reporting