Interest Rate Risk in Banking Books

 

Exploring the changes in regulation by identifying all "12 principles" and examining the impacts on internal banking book risk management and reporting practices.

Training courses

Banking & Finance

Course Background

This two-day training workshops will be exploring the changes in regulation by identifying all "12 principles" and examining the impacts on internal banking book risk management and reporting practices

Special attention will be dedicated to the construction of the stress scenarios to be considered and the key construction of compliant behavioural models under shock and stress regimes. Above and beyond, the course will address the link to capital management practices while examining the dual approach of risk measurement (change in economic value of equity and change in net interest income)

This course is also available bespoke for larger groups and organizations.

Who is this course for?

Bank treasury managers

Fixed Income traders

Money Market and Fixed Income Derivatives Traders

Market Risk Managers

Counterparty Risk Managers

Internal/ external Auditors

Product Control and New Product Process Managers

Management and Financial Accountants


Public course dates for - Interest Rate Risk in Banking Books