Interest Rate Risk in the Banking Book
Toronto, 28 - 29 March 2018
The Basel Committee issued revised standards for interest rate risk in the baking book in April 2016 and in 2018 they will expect organisations to be compliant.
This training course is designed to improve efficiency of minimising risk on IRRBB and ensure organisations will be compliant with the standards.
- Understand the regulatory requirements
- The different challenges of using the Value and Income Approaches
- Examining and comparing the different metrics employed
- Discussing the current and potential future regulatory requirements
- Understanding of modelling and relevance of commitments
- Current and future topics in IRRBB governance
- Insight on the capital requirements faced in the Banking Book as well as future implications and proposed timelines
- Analyse the strengths and weaknesses of the different Metrics that can be used when calculating and mitigating risk
- Understand how Canadian Banks will be effected in the future
- Understanding the pillar 2 regime and what it means currently and in the future
- Evaluating how to set up your IRRBB governance
- Looking at how to develop shock and stress scenarios in accordance with the Basel III guidelines