Seminar Interest Rate Risk in the Banking Book – IRRBB [17. 5. 2023, in Czech]
13.04.2023Company: Advanced Risk Management, s.r.o.
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.
Lecturers
Mgr. Ing. Václav Novotný
Date: 17. 5. 2023
Seminar details in PDF
Tags: Economics | Finance | Education |
