IRRBB - Amsterdam
This training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches to modelling interest rate risk. The course will cover a range of key topic areas including approaches to implementing a measurement and reporting solution, addressing key challenges of running stress testing exercises and examine enhanced disclosure requirements.
This course is CPD Accredited and delegates will earn 12 points if in attendance for both days of the course.
By the end of the two days, delegates will have new or improved knowledge of:
- Key IRR Challenges including behavioural assumptions, yield curve risk and basic risk
- Approaches to modelling IRRBB
- Current and future IRRBB governance considerations
- Understand the regulatory landscape
- Defining IRRBB risk appetite
- Using disclosure requirements to enhance current IRRBB practice
- Assess the IRRBB regulatory landscape post-implementation
- Understand the value and income metrics approach
- Identify a risk measure that effectively captures CSRBB
- Examine the evolution of IRRBB systems and processes
- Address key challenges of running stress testing exercises
- Industry experts and experienced practitioners make up a multi-speaker format