Interest Rate Risk Management - What Regulators Want 2015

  • 27 Aug 2015
  • Webinar

Description

Topics
  • Why Interest Rate Risk (IRR) Should Not Be Ignored
  • Covered in the Webinar:
  • Swaps, Options, Swaptions
  • Forward Rate Agreements (FRAs), Forwards, Futures
  • LIBOR and UBS& Barclays Rigging Rates
  • Interest Rate Caps, Floors, Collards
  • IRR Measurement Methodologies are Institutions
  • How Should Financial Institutions Determine Which IRR Vendor Models are Appropriate?
Who should Attend
  • Controllers and corporate managers
  • Bank and financial institution auditors
  • Board members
  • Bank CEOs and CFOs
  • Governance, risk management and compliance officers
  • Forensic and management accountants, accounts payable, and financial analysts
  • Community banks and credit unions
  • Internal and external auditors, CPAs and CAs
  • Securities attorneys
  • Financial services professionals
  • Fraud professionals

Past Events

Important

Please, check "Interest Rate Risk Management - What Regulators Want" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Risk Management

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