London Marriott Hotel West India Quay
London Marriott Hotel West India Quay, 22 Hertsmere Rd, Canary Wharf, London E14 4ED, UK

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Event Date Mon Nov 19 GMT - Wed Nov 21 GMT (about 3 years ago)
In your timezone (EST): Mon Nov 19 12:00am - Wed Nov 21 12:00am
Location London Marriott Hotel West India Quay
22 Hertsmere Rd, Canary Wharf, London E14 4ED, UK
Region EMEA

This marcus evans conference will assess the final EBA IRRBB guidelines; address the impact of rising interest rates on IRRBB with a particular focus on the impact of the rising rates on behavioural modelling methods. Since the financial crisis the banking industry has continually undergone scrutiny and ever increasing amounts of regulation. IRRBB has been no different, with the first changes set in 2016, it has taken two years for the EBA to have discussions with banks to agree on the final IRRBB guidelines released in July, spurring banks to finalise their IRRBB projects as they race to beat the new deadline. Yet the finalization of the guidelines is only a part of the story, the bigger driver emerging in the last couple of months which has put an even greater spotlight on IRRBB is the imminent rise of the interest rates, affecting all aspects of IRRBB, from the behavior of the customers to the behavior of the balance sheet, urging a proactive approach to IRRBB management.


2018 Speakers

John Bowyer
Head of Group ALM, Lloyds Banking Group

Marc Bingley
Head of Prudential Risk and Compliance, Coventry Building Society

Beata Lubinska
Senior Market Risk Manager, MeDirect Group

Roberto Virreira
Risk Director IRRBB, State Street

Gaspare La Sala
Group Treasurer, Banque Pictet & Cie SA

Úlfar Stefánsson
Head of Balance Sheet Risk, Arion Bank

Eleftherios Lazaris
G10 Markets, Treasury Market Risk, Citi

Rene Reinbacher
Head of IRRBB Modelling, Barclays

Sponsors & Partners

2018 Sponsor

• financial risk fitness