• Arts
  • Language Services
  • Furniture
  • Educational Services
  • Private Equity
  • Event Management
  • Nonprofit / Foundation
  • Manufacturing
  • Information Technology
  • Human Resources
  • Hotels and Restaurants
  • Health Care & Pharmaceuticals
  • Media - Broadcast and Publishing
  • Engineering / Construction
  • Food Products, Beverages and Tobacco
  • Petroleum Industry
  • Wholesale and Retail Trade
  • Travel and Leisure
  • Transporting, Moving and Warehousing
  • Telecommunications
  • Security Services
  • Real Estate
  • Marketing and Public Relations
  • Energy
  • Finance
  • Consumer Goods
  • Law Companies
  • Consultancy
  • Architecture
  • Airlines


Seminar Interest Rate Risk in the Banking Book – IRRBB [17. 5.2023, in Czech]

2023-05-17 09:00:00
Company: Advanced Risk Management, s.r.o.
Address: Business Park Košíře, Jinonická 80, Praha 5

Advanced Risk Management, s.r.o. organizes a seminar entitled "Interest Rate Risk in the Banking Book – IRRBB".

Objectives of the seminar

The seminar focuses on the issues of interest rate risk in the banking book (IRRBB) and credit spread risk of the banking book (CSRBB). The participants will learn about the measurement of IRRBB and CSRBB, their management and control, and the calculation of internally determined capital for these risks. The seminar covers the recent changes to regulatory requirements resulting from EBA/GL/2022/14, EBA/RTS/2022/09 and EBA/RTS/2022/10, including the calculation of the impact of IRRBB on economic value and net interest income under the standardised and simplified standardised approaches. The seminar also includes a section on behavioural modelling of deposits without defined maturity and loans.

For whom it is intended

The seminar is designed for members of risk management, compliance and internal audit teams.


Mgr. Ing. Václav Novotný

Instructions on how to register

Date: 17. 5. 2023 


Seminar details in PDF

AmCham Corporate Patrons



Are you sure? Do you really want to delete this item?