Interest Rate Risk Management Strategies and IRRBB

Develop your understanding of IRRBB management including the effect of low/negative rates, the impact of the Ibor transition and various model complexities

Explore the topic of IRRBB management during this four-day interactive virtual course which will connect participants with leading experts to discuss how to evaluate governance frameworks and set up a successful IRRBB strategy.

Participants will have the opportunity to develop their knowledge on the various model complexities and hedging strategies involved in IRRBB as well as dynamic behavioural modelling and the impact of low/negative interest rates.

Sessions will focus on the approaches to incorporating the floor in savings in the NMD model alongside a deep dive into the challenges of stress testing in IRRBB, and how to handle the Ibor transition.

Participants will have the opportunity to absorb the technical content and learn best practice approaches to IRRBB implementation during 60-minute engaging presentations

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What will you learn?
  • How to evaluate and set up your IRRBB strategy and governance frameworks
  • Setting up limits for IRRBB and managing the balance sheet accordingly
  • Understand the impact of low rates and negative rates
  • How to incorporate the floor in savings in the NMD model
  • The various model complexities and hedging strategies leading to a dynamic balance sheet
  • Address the challenges of the Ibor transition and IRRBB
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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
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.

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