October 22 - 24, 2017
Establish effective governance of the IRRBB in relation to recent regulatory developments

Key Topics
-Benchmark governance processes of the IRRBB with other banks with particular focus on stress testing
-Understand how banks are developing behavioural models under the IRRBB’s shock scenarios
-Examine regulatory updates impacting the IRRBB particularly from the EBA
-Asses how the IRRBB will support banks in becoming more robust towards interest rate risk
-Define the boundary between the banking and trading book


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marcus evans inc
455 North Cityfront Plaza Drive (9th Floor) Chicago, IL 60611 USA
1 312 540 3000