Interest Rate Risk Management Strategies and IRRBB

Sessions include the impact of low and negative rate challenges, the impact of AI on interest rate risk, and handling the Ibor transition.

Join us for this online course specifically designed for those working in interest rate risk.

Attendees will gain a new understanding on how to handle and approach interest rate risk. Topics such as the impact of AI on interest rate risk as well as handling the Ibor transition and IRRBB will be covered in-depth by seasoned instructors.

Over the course of four days, delegates will have the opportunity to learn from like-minded practitioners from various financial organisations from both the US and Europe offering a global perspective. This fully online training will comprise of two 60 minute engaging presentations per day including the opportunity for discussion and Q&A.

Join us to learn how to apply best practice approaches within interest rate risk.

What will you learn?
  • How to evaluate and set up your IRRBB
  • The impact of negative and low interest rate challenges including pressure on net interest margin
  • The impacts AI has on interest rate risk such as natural language processing
  • Essential planning for the Ibor transition and IRRBB
  • Various model complexities and hedging strategies including dynamic balance sheet challenges
  • NMD replicating portfolio calibration and floor in savings including expanding net interest income
Who should attend?

Relevant departments may include but are not limited to:

  • Interest rate risk
  • Treasury
  • Risk modelling
  • Asset liability management
  • Balance sheet management
  • Risk management
Pricing Options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings 

Sessions Include
  • Interest rate risk regulatory environments and IRRBB governance
  • IRRBB: setting up limits and managing the balance sheet
  • Impact of low rates and negative rate challenges
  • NMD replicating portfolio calibration and floor in savings
  • Behavioural modelling and dynamic assumptions
  • Various model complexities and hedging strategies
  • The impact of AI on interest rate risk
  • Handling the Ibor transition and IRRBB

Live Virtual training courses


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 to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.