Interest Rate Risk in the Banking Book (IRRBB) 2019 | Global Financial Markets Intelligence | 27 March 2019 | Downtown Conference Center, 157 William St, New York, NY 10038, USA

Interest rate risk in the banking book (IRRBB) is part of the Basel capital framework under Pillar 2 and principles for the management and supervision of interest rate risk were set out in 2014 by the BCBS. Following consultation during 2015, BCBS published revised Standards for IRRBB (D368) in April 2016, to reflect changes in market and supervisory practices. Additionally, in July 2018 the EBA published revised Guidelines for their implementation of the new BCBS standards. As a result, IRRBB has risen up most banks’ agendas and an understanding of its nature is now vital not just for risk specialists but for all senior staff involved in the wider management of their banks’ balance sheets.

Who should attend?

From Financial Services Providers, Investment Banks, Brokerage Firms, Energy Companies, Energy Hedge Funds, Consultancies and Solution Providers:

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