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
- Introduction to IRRBB
- Scenarios and stress testing
- Assumptions of IRRBB measurement
- Methods of IRRBB measurement
- IRRBB management and control
- 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