Managing Interest Rate Risk in the Banking Book 2015

This seminar will address the likely key features of the new regulation in order to allow attendees to discuss practical approaches that they can implement within their respective banks.

Seminar Highlights:

- Essentials for managing IRRBB delivered by Paul Newson, Former Head of IRRBB at Lloyds Banking Group.
- Day 1 topics to include typical IRRBB metrics, value metrics, income metrics, problem areas and regulatory requirements.
- Case study from an Australian Bank on how IRRBB under a pillar 1 charge has worked under well-established APRA rules.
- Perspective from a leading industry association on the banking sector response to the BCBS/TFIR requirements.
- A regulatory update and proposed timeline delivered by a member of the BCBS/TFIR.
- How the new rules are likely to impact building societies.
- The impact on banks who possess both a banking and trading book.

Category: Classes / Courses | Professional Training | Talks and Lectures.

Event Time: 9:00am-5:00pm.

Artists / Speakers: Paul Newson (Former Head of IRRB, Lloyds Banking Group), Keith Rhodes (Non-Traded Market Risk, National Australia Bank), Kristina Frykstad (Chairperson, Working Group on IRRBB, UK Asset Liability Management Association).

URLs:
Inquiries: http://atnd.it/17189-1
Twitter: http://atnd.it/17189-2

Prices:
Early bird price - book before January 22nd 2015 and save GBP 500: GBP 1899,
Standard price - after January 22nd 2015: GBP 2399.