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.

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Interest Rate Risk Management Strategies & IRRBB

March 22-25. 2021| Live Virtual | Time zone: EMEA / America

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22 March 2021
2021-03-22 14:00:00 +0000
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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.

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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
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Who should attend?

Relevant departments may include but are not limited to:

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

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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 Risk.net to reinforce your learning

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

Very insightful course with a very knowledgeable teacher. The whole outline is extremely practical
VZ VermögensZentrum
The training was clear with lots of good examples we can work on at home
LMRKTS
The Python for Finance training is extremely useful for whoever is interested to manipulate financial data with a view to build statistical analysis and financial models.
LMRKTS
I would highly recommend taking advantage of the training opportunities offered: presenters were knowledgeable, engaging and the seminars were well organised
A participant from the Bank of Jamaica
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Very applicable material that I can use straight away. Very focused on prices, economic data and their manipulations via Python. Well presented, Saeed was clear, patient, explained things well. It is my first course through Risk Training, but will be looking to attend more.
Red Winter Capital
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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E-Learning

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

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