Interest Rate Risk in the Banking Book - London
Interest Rate Risk in the Banking Book - 2-day London course - Incisive Training
This CPD accredited financial risk course will equip participants to overcome the challenges of interest rate risks cropping up in the banking book. They will learn to recognise, measure and reduce different types of risk.
This is a multi-tutor course format with the first day delivered by Paul Newson (Former Head of IRRBB, Lloyds Banking Group) and also features Jakob Lund, (Manager, Banking Supervision, Prudential Regulation Authority & Co-Chair for the Task Force on Interest Rate Risk in the Banking Book, Bank of England).
Facilitators will delve into the nature of IRRBB and its various forms and contrast value and income metrics. Participants will learn to recognise the key challenges and problem areas as well as the regulatory requirements for their organisation.
This training is designed to be interactive with a case study on Interest Rate Risk from Barclays and discussions about the best procedures for Stress Testing and the impact on banks who possess both a Banking and Trading Book.
Suitability - Who should attend?
The training course is essential for professionals within the financial industry who are affected by the Basel and EBA papers on Interest Rate Risk first-hand. The course will help nurture understanding, implementation and management of sound IRRBB policies.
Training Course Content
The whole of the first day will look at the intricacy of Interest Rate Risk in the Banking Book (IRRBB), focusing on the alternative metrics involved and comparing the different approaches one can take. There will also be consideration for the challenges and problem areas within IRRBB and emphasis on what best practice looks like. The first day will end with a look at the regulatory requirements.
The second day will start with an update from Jakob Lund, the Co-Chair for the Task Force on Interest Rate Risk in the Banking Book (TFIR). This will be followed by a case study on Interest Rate Risk from Barclays looking at how it is applied in the UK and the effect on its global subsidiaries. The afternoon sessions will then look at Stress Testing and end with the impact all of these challenges have on banks that have both a banking book, and a trading book.
The cost of this course is £2,299 + VAT.
This fee includes 12 CPD points, morning refreshments, lunch, afternoon refreshments, and your conference/seminar materials.
Provider: Incisive Training
Incisive Media is a leading global provider of finance and energy training, with a reputation for delivering timely, relevant courses that benefit from over 15 years of activity in the market. Their topical professional development programmes are based on the...
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Reviews by course attendees
Strong selection of speakers and key topics covered. Great event
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