3rd Edition Managing Interest Rate Risk in the Banking Book

28 June 2018 - 29 June 2018
3rd Edition Managing Interest Rate Risk in the Banking Book
Date
28 June 2018 - 29 June 2018
Venue
London
Company
Contact
Constandinos Vinall
Tel
0035722849380

To create more consistency across the board and get banks in a position where they can face challenging situations relating to interest rate risk, the EBA have been developing IRRBB guidelines, where following a consultation period taking place at the moment, the EBA final guidelines will be upon us soon. Banks have already been developing frameworks, working on scenario analysis, improving behavioural models, and with the rule becoming more final they will want to ensure they are responding in the most accurate and efficient way. This marcus evans conference will look at how banks can actively manage interest rate risk, improve frameworks, and advance behavioural models under the EBA’s final IRRBB guidelines to become increasingly robust and take a strategic approach to interest rate risk management.