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.

Interest Rate Risk Management Strategies and IRRBB

June 2020 | ONLINE

Visit online course website

Join us for this two-day course designed to specifically meet the needs of those working in interest rate risk management and effected by the IRRBB regulation. 
Industry experts 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.

COVID-19 update

Due to the escalation of the COVID-19 developments and the restrictions being placed on travel, Risk Training has taken the decision to provide our May, June and July training courses virtually.

The decision to move remotely has not been taken lightly, but our utmost priority is to safeguard the wellbeing of all our delegates, speakers and staff.

We are hopeful that we will be able to return to our in-person events later this year, however as this unprecedented situation is changing every day, we remain watchful but also focused on delivering this much anticipated course.


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

Who should attend?

Relevant departments may include but are not limited to: 

  • Interest rate risk management


  • 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

Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save $400

  • Group booking rate - save up to $2000

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

Aico van Nunen

Director, Market Risk

BMO Financial Group

Charlie Hart

Former program director

Commonwealth Bank

Charlie Hart is an expert on IRRBB, having worked domestically and internationally at some of the world's leading banks.  His last long term engagement was at the Commonwealth Bank of Australia, however in the past 10 years, he has contributed to best practices at Lloyds Banking Group, Bank of New York Mellon, and Santander.  He began his career working at Qualitative Risk Management, a market leader in Balance Sheet Management technology.  He has an MBA from University of Chicago Booth and is certified FRM by GARP. 

CPD / CPE Accreditation


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.

Related events

Operational Risk Management

Expand your understanding of operational risk management with sessions including cyber security and cyber risk, third party risk management, and operational resilience.


Not the course for you?

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.

View all courses