Interest Rate Risk in the Banking Book 2018 - Toronto | Infopro Digital Services Ltd | 28 March 2018 | Chestnut Residence and Conference Center, 89 Chestnut St, Toronto, ON M5G 1R1, Canada

Venue
Chestnut Residence and Conference Center
Chestnut Residence and Conference Center, 89 Chestnut St, Toronto, ON M5G 1R1, Canada

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Event Date Wed Mar 28 EDT - Thu Mar 29 EDT (over 6 years ago)
Location Chestnut Residence and Conference Center
89 Chestnut St, Toronto, ON M5G 1R1, Canada
Region Americas
Details

The Basel Committee issued revised standards for interest rate risk in the baking book in April 2016 and in 2018 they will expect organisations to be compliant.

This training course is designed to improve efficiency of minimising risk on IRRBB and ensure organisations will be compliant with the standards.

Speakers

2018 Speakers

Paul Newson
Former Head of IRRBB Oversight, Lloyds Banking Group

Sanjiv Talwar
Managing Director Risk Capital Stress Testing and Model Development, Bank of Montreal

David Milne
Financial Services Risk Management, Quantitative Advisory Services, EY

Mark Chan
Structural Interest Rate Risk, Scotiabank

Robert Paolino
Former CRO, Independent Consultant