Interest Rate Risk in the Banking Book (IRRBB) MasterClass - US edition
18-21 November, 2024
A comprehensive overview of the BCBS framework on IRRBB and implementation
This course provides a comprehensive overview of the BCBS framework and looks at implementation approaches primarily in the US but also in other jurisdictions.
18-21 November, 2024, Virtual
Time ZoneEastern Standard Time (EST) - UTC05:00
Overview
Interest rate risk in the banking book (IRRBB) is part of the Basel capital framework under SRP the supervisory review process. This course provides a comprehensive overview of the BCBS framework and looks at implementation approaches primarily in the US but also other jurisdictions. Discussion will be encouraged between participants on how IRRBB is implemented in their banks and the issues they face. This will be facilitated by team spreadsheet-based exercises and also role-playing exercises where time constraints and class sizes permit. We will also explore the impact of other regulations on banking book management, for example FRTB and liquidity risk management.
Since stress testing has become an important tool for risk management and a key part of the regulatory framework the course also spends time discussing the application of stress testing techniques. A particular area of focus will be on risk aggregation. We will also explore scenario analysis techniques to consider CSRBB credit spread risk in the banking book.
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RECOMMENDATION
Who should attend?
Analysts, Vice Presidents, Directors, Senior Managers in:
Treasury Functions
Capital Management
Regulatory Compliance
Governance
Audit
Risk Analytics
Market Risk Management
Testimonial
Our success stories
"High attention to detail in course content and very well delivered"
Simon Halsey
Product Development Manager
Essentra Packaging
United Kingdom
Our success stories
"Very good training led by two knowledgeable and open experts. Excellent insight given on many complex topics. Interactive and highly useful"
Aurelie Vivicorsi
USP PD Team Manager
Celonic AG
Switzerland
Our success stories
"Great course, impressed with the knowledge of the trainers and ability to answer wide variety of questions!"
Emilia Szwej
Manager, Senior Investigator
MT Sword Laboratories (BMS)
Germany
About GLC
Global Leadership Conferences began as an ambitious dream by three founders ten years ago. Today its an international series of interactive events, exploring the hottest topics in critical fields. Each year, thousands of professionals join us to challenge the status quo and learn innovative ways to create new solutions in Finance, Pharmaceutical, HR, Health & Safety, and Energy.
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