Interest Rate Risk in the Banking Book 2019 - Belgium | GFMI | 15 October 2019 | TBA, Brussels, Belgium

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

Recent regulatory initiatives have put this topic under the spotlight and the ensuing debate has revealed considerable divergence of opinion not only as to how it should be measured but also as to exactly what it is. Added to this an unprecedented period of low and, in some jurisdictions, even negative interest rates, has cast doubt on the validity of some traditional measurement techniques.

Who should attend?
The course will assume little or no prior knowledge of the subject so will be suitable for:
• New entrants to a Risk or ALM function
• Those who may already specialise in a particular area but seek to understand the wider context in which they operate; and
• Those from other functions such as Finance, Planning, IT, Internal Audit or Regulatory Reporting who seek an overview of the subject

Key Topics:
• Understand the nature and sources of IRRBB
• Learn how banks typically control and manage IRRBB internally
• Assess the pros and cons of “income” versus “value” measures
• Learn what the regulators’ concerns are and why they see a need for change
• Gain the background necessary to have an informed opinion on the current regulatory proposals

2019 Speaker

Paul Newson
Former Head, Non-Traded Market Risk, Lloyds Banking Group