Interest Rate Risk in the Banking Book: The Pillar 2 Approach
About This Event
Taking place in Holborn, London, on 14-15 September 2016, this two day training course will provide attendees with a comprehensive update on how to manage IRRBB under the Pillar 2 approach, including regulatory requirements and considering some of the problematic areas with implementing IRRBB. Sessions will also cover approaches to developing shock and stress scenarios, effective modelling and credit spread risk.
The course, held under Chatham House Rule, is designed to promote discussion, debate and the sharing of best practice approaches to managing IRRBB. It will be presented by expert practitioners from leading financial institutions.
Booking : https://go.evvnt.com/61008-1
Price:
Early Bird Pricing - GBP 1799,
Standard Pricing - GBP 2199
Speakers : Paul Newson (former Head of IRRBB oversight, Lloyds Banking Group)
Time : 09:00 - 17:00