Interest Rate Risk Management Strategies and IRRBB

Sessions include the impact of low rates and negative rate challenges, how to manage deposit beta, and how to handle the effects of the Ibor transition on IRRBB.

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Interest Rate Risk Management Strategies and IRRBB

June 15–18, 2020

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Join us for this four-day online course designed to specifically meet the needs of those working in interest rate risk management and effected by the IRRBB regulation. 
Industry experts from the US and UK will be covering need-to-know topics such as handling the Ibor reform and managing deposit beta. 

Attendees with have the opportunity to network with like-minded practitioners from various organizations and learn best practice approaches to IRRBB implementation.
This course is CPD accredited and delegates will earn 12 points if in attendance for both days of the course. The course is held under Chatham House Rule with the opportunity for open discussion within a practical learning environment.

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What will you learn?

  • How to approach the impact of low rates and negative rate challenges

  • Applicable balance sheet management strategies for interest rate capital liquidity metrics

  • Current IRRBB business challenges and goals for IRRBB management

  • The impact of AI on risk management including natural language processing

  • How to manage deposit beta including the liquidity component 

  • The effects of the Ibor transition on IRRBB and how to effectively handle the changes

  • The different behaviour modelling complexities and their effect on hedging strategies

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Who should attend?

Relevant departments may include but are not limited to:

  • Interest rate risk management

  • IRRBB

  • Asset liability management

  • Market risk

  • Treasury

  • Balance sheet risk

  • Risk modelling

Course highlights

  • Interest rate risk regulatory environments and IRRBB governance

  • Impact of low rates and negative rate challenges

  • Managing deposit beta

  • Funds transfer pricing

  • Balance sheet simulation for interest rate capital liquidity metrics

  • The impact of AI on interest rate risk 

  • Handling the Ibor transition and IRRBB

Online training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.
CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.
The workshop was enriching both for me (as speaker) and the participants, as it allowed for a free-ranging discussion on the latest regulatory trends and their impact on the marketplace.
Singapore Exchange
All presentations are relevant and well discussed. Speakers obtained good delivery of topics.
Bank of the Philippine Islands
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
BNY Mellon
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
Excellent industry history and in-depth knowledge
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Barclays
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley
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Risk Training offers a great selection of courses in finance, risk management, regulation and derivatives across North America, Asia and Europe for you to choose from.

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