Interest Rate Risk Management 2018 | Institute for Management GmbH | 8 November 2018 | Neue Mainzer Str. 66-68, 60311 Frankfurt am Main, Germany

Venue
Neue Mainzer Str. 66-68
Neue Mainzer Str. 66-68, 60311 Frankfurt am Main, Germany

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Event Date Thu Nov 8 GMT (about 6 years ago)
In your timezone (EST): Thu Nov 8 12:00am - Thu Nov 8 12:00am
Location Neue Mainzer Str. 66-68
60311 Frankfurt am Main, Germany
Region EMEA
Details

Which topics are covered in this practical seminar?
• Basel standards and EBA guidelines on IRRBB
• New BaFin circular and IRRBB in CRR / CRD
• Measurement of interest rate risk / mapping of various product types
• Practical implementation and limitation of the EBA guideline on IRRBB
• Concept of interest rate risk transfer pricing
• Reconciling banking and trading book control

Speakers

2018 Speakers

Holger Thiele
Asset Liability Management, Group Treasury, Commerzbank AG

Kamil Pliszka
Risk analysis, Central Banking and Financial Supervision, Deutsche Bundesbank