Interest Rate Risk in the Banking Book

Date: 12-Sep-17 to 13-Sep-17
Location: Radisson Blu Portman Hotel / London / United Kingdom
Category: Banking, Finance & Investment Conferences & Trade Fairs

The first day will look at the intricacy of IRRBB, the alternative metrics involved, and compare the different approaches one can take. There will also be consideration for the challenges and problem areas within IRRBB and emphasis on what best practice looks like. The second day will include a case study on interest rate risk and sessions on IRRBB governance challenges and modelling IRRBB.

Go to event website