Interest Rate Risk in the Banking Book Toronto

This two day course will provide attendees with a key insight into challenges in implementing IRRBB, setting up and evaluating your IRRBB governance, and an overview of the approaches to behavioural modelling and IRR.

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Interest Rate Risk in the Banking Book 

Toronto, 14 & 15 November 2018

View Full Agenda Pricing and Registration

The multi tutor format of this training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches to modelling interest rate risk. The course will cover a range of key topic areas including approaches to implementing a measurement and reporting solution, addressing key challenges of running stress testing exercises and examining enhanced disclosure requirements

What Will You Learn?
  • What the IRRBB regulatory landscape looks like
  • The value and income metrics approach
  • Challenges in implementing IRRBB
  • The evolution of IRRBB systems and processes
  • Key challenges of running stress testing exercises
Who Should Attend?

Relevant departments may include but are not limited to

  • Interest Rate Risk Management
  • Liquidity Risk
  • Asset-Liability Management
  • Market Risk
  • Treasury Risk
  • Risk Modelling

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Robert Paolino

Former CRO & Head of Risk for two of the largest Global Banks operating in Canada

14 November 2018
2018-11-14 09:00:00 +0000