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3rd Edition Managing Interest Rate Risk in the Banking Book Conference

June 27 - June 29

CM418

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.

Attending this premier marcus evans conference will enable you to:

  • Establish a strategic approach to EBA’s final IRRBB guidelines addressing system and data challenges
  • Advance behavioural modelling for non-maturing deposits and equities
  • Extract insights from behavioural models and scenario analysis to actively manage interest rate risk
  • Understand the implications of IRRBB on capital giving consideration to ICAAP
  • Draw the line between IRRBB and FRTB for each desk with concern to the impact

Expert speaker panel includes:

  • Alexander Tsorlinis, Head of Market Risk Management, Raiffeisen Bank International
  • Jeff Simmons, Managing Director, Head of Enterprise Risk, The Bank of Tokyo-Mitsubishi UFJ
  • Sander Boogmans, Head of Interest Rate Risk Management, ING
  • Cristiano Bonisoli, Head of ALM, Banco BPM
  • Angrit Lower, Head of Liquidity and Interest Rate Risk Management, UniCredit
  • Frank Mulder, Head of Interest Rate Risk Management and Strategy, Rabobank

*Delegate discounts available for Global Banking and Finance Review readers/subscribers.

For more information please visit the event website: https://goo.gl/dSN88U or contact Constandinos Vinall at constandinosv@marcusevanscy.com