Interest Rate Risk Management Strategies and IRRBB Amsterdam

Themes include: IRRBB management; modelling interest rate risk; and setting up limit systems.

Thumbnail

Interest Rate Risk Management Strategies and IRRBB

Amsterdam, March 18-19, 2020

Apply Now   Course Agenda

This training course will have sessions from industry experts covering important topics post IRRBB implementation. These will include: the current regulatory environment; model complexities and hedging strategies within interest rate risk management; IRRBB governance; AI and automation; accounting treatment and reporting with other regulation and behavioural modelling.

This course is CPD Accredited and delegates will earn 12 points if in attendance for both days of the course. The course will be held under Chatham House Rule with the opportunity for discussion within a practical learning environment.

What will you learn? 
  • The effect of the libor transition on IRRBB
  • Different hedging strategies and other model complexities
  • Current IRRBB business challenges
  • How to manage the balance sheet successfully
  • Regulatory considerations of behavioural modelling
Who should attend

Relevant departments may include but are not limited to:

  • Asset-Liability Management
  • Market Risk
  • Treasury Risk
  • Balance Sheet Risk
  • Risk Modelling