Managing Interest Rate Risk in the Banking Book 2017 | Marcus Evans Pan Europe | 22 June 2017 | London, United Kingdom
Venue
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| Event Date |
Thu Jun 22 BST - Fri Jun 23 BST (over 7 years ago)
In your timezone (EST): Thu Jun 22 12:00am - Fri Jun 23 12:00am |
| Location | London, United Kingdom |
| Region | EMEA |
Details
In the recent years a period of prolonged low interest rates combined with the after effects of the financial crisis have resulted in a revision of the standards for IRRBB by the Basel Committee on Banking Supervision. In turn, banks are facing regulatory pressure from the BCBS and independent regulatory bodies to comply with the new framework regarding governance, methods and models used to calculate IRRBB.
This marcus evans conference will address how the IRRBB regulation is pushing banks to manage interest rate risk and enforcing change in a number of areas. In particular, the conference will unpack the new methods used to calculate IRRBB and the impact of having standardised disclosures. It will also address the effect of the changing economic environment on interest rate risk and discuss what is expected to come from the EU regulators in regards to the IRRBB.