Smart About Risk  
Interest rate risk in the banking book

Interest rate risk in the banking book (IRRBB)

The seminar Interest rate risk in the banking book (IRRBB) is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar focuses on interest rate risk in the banking book. It acquaints participants with the current development of the regulation, interest rate risk measurement, management and control and with the calculation of internal capital with respect to IRRBB.

For whom it is intended

The seminar is designed for members of risk management, compliance and internal audit teams.

 

Seminar content

  1. Introduction to IRRBB
  2. Scenarios and stress testing
  3. Assumptions of IRRBB measurement
  4. Methods of IRRBB measurement
  5. IRRBB management and control
  6. Expected future changes in the EU resulting from the new BCBS standard
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.

Lecturer

Ing. Radek Křička