GID-50001: Balance Sheet Optimisation & Interest Rate Risk in the Banking Book ( IRRBB): Online/In-Person (2 Days)




Course Introduction

Balance Sheet Optimization & Interest Rate Risk in the Banking Book (IRRBB)

In 2016 the Basel Committee on Banking Supervision (BCBS) published new guidelines and standards for interest rate risk management called: “Standards on Interest Rate Risk in the Banking Book”. The role of the active management of the interest risk in the banking book is challenging and driven by a heavily regulated environment and increased stress on liquidity and capital. It is extremely critical to understand the interconnections and interdependencies between the IRRBB, Asset Liability mismatches, and Liquidity. Regulations on interest-rate risk in the banking book have been evolving and banks have been regularly updating their interest-rate risk frameworks and have critical choices to make on the design of a new IRRBB framework.

This workshop provides an excellent opportunity to understand these critical areas and best practices. The programme instructor shall cover all the building blocks of IRRBB, including its measurement, management, and strategies. The workshop will cover all the critical areas to reflect synergies between different components including managing and optimising the balance sheet. This programme will also provide a comprehensive understanding of how to approach balance sheet optimisation and interest rate risk in the banking book as well as ensuring compliance with the regulatory requirements.

Join us in this hands-on workshop for deeper insight in the IRRBB and balance sheet optimisation techniques, challenges, as well as tools and measures being employed by banks for better management.  The programme includes real-life examples and case studies.

Instructor Bio

Our trainers have specialist knowledge and first-hand experience of implementing the International Financial Reporting Standards (IFRS), International Public Sector Accounting Standards (IPSAS), Generally Accepted Accounting Principles (USGAAP), Risk management strategies, Management practices, Compliance matters such as Basel regulations, Solvency II, Anti Money Laundering regulations and number of other evolving regulatory matters. This ensures an engaging and stimulating learning experience for professionals and senior executives, helping to ensure knowledge is retained.
They understand the accounting and regulatory requirements, risk environment, industry issues and challenges, risk management strategies, financial reporting & disclosure requirements, and compliance environment. They impart their knowledge using real-life industry examples, simple and user-friendly presentation of important concepts/approaches and case studies.  Here’s your chance to get to know some of our faculty members and thought-leaders in their fields.

Instructor for this Programme

Shasat Faculty

Course Description

▪ An understanding of the Basel Framework for IRRBB

▪ Component of interest rates and measurement of IRRBB

▪ Quantitative techniques and models

▪ Gain experience of facing regulatory challenge on proposed model

▪ Understand risk transfer and stress scenarios

▪ Balance sheet optimisation tools and techniques

▪ Real Life examples and case studies

Why you must attend?

The participants shall gain the following:

▪ A comprehensive overview of the BCBS framework

▪ Risk management strategies and techniques

▪ Computation of risk metrics (e.g. EVE, NII)

▪ Cash flow discounting, zero curve construction, yield curve models

▪ A look at some modelling and risk management techniques

▪ Quantitative techniques, models, and stress scenarios

▪ Best balance sheet optimization practices and techniques.

Teaching methodology

  • User-friendly slide deck which summarizes the concept, methodology, and principles in a simplest possible manner;
  • Interactive sessions with real-life case studies;
  • Concepts and methodologies are explained using examples and distinct scenarios;
  • Discussion on industry issues, and diversity in practices
  • Additional course material and handouts to all the attendees
  • Participants are encouraged to ask questions.


All delegates will receive an evaluation questionnaire upon completion of the course. The feedback from these questionnaires allows Shasat to conduct trend analysis and continuously approve the quality of its learning solutions

Venue & other info


All our training courses are organised at one of the recognised professional training facilities or training facilities at one of the 4 to 5-star hotels in the city.  We will send you the joining instructions with venue details at least 2 weeks before the commencement of the training program.  We provide tea/coffee, snacks, and lunch during the duration of this course. You are responsible to organise your accommodation.

Workshop Delivery

The workshop shall be delivered via WebEx. All the registered participants will be sent joining instructions for a live workshop. This will be a fully digital event, including live-streamed presentation, 1:1 networking, interactive Q&As, engaging polls and post-event downloadable resources.

Changes to the conference:

Shasat may at its sole discretion change the format, speakers, participants, content, venue location, and programme or any other aspect of the Conference at any time and for any reason, whether or not due to a Force Majeure Event, in each case without liability.

Sponsorship Opportunities

If you are seeking to profile your products, expertise and experience in the field of Financial Instrument then the Shasat will endeavour to assist your business objectives with opportunities such as:

Brand exposure

  • Targeted brand awareness and the association of your company with this area of expertise.

Thought leadership

  • Present your expertise to a targeted group of industry leaders.

Product demonstrations

  • Exhibit your products to new prospective clients already attending this conference.


We will provide you with a platform to meet face to face with a room full of potential clients and exhibit the benefit of your services. For more information on how Shasat can help you meet your marketing objectives, Contact our customer service team at


Data protection

The personal information which you provide to us will be held by us in our database. You agree that Shasat may share this information with other companies in the Shasat Group. Occasionally your details may be made available to selected third parties who wish to communicate with you offers related to your business activities. If you do not wish to receive these offers please contact the database manager at

For more information about how Shasat uses the information, you provide please see our privacy policy at   If you do not wish your details to be available to companies in the Shasat Group or selected third parties, please contact the customer service at

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In order to enrol for this programme, you can either make the payment online through our website or you can opt to make the payment via bank transfer/Demand draft/Cheque payment. Our payment web page will give you all the necessary options at the time of check out. Should you face any difficulty, please do not hesitate to contact us with your selected course and our customer services team will be happy to guide you through the payment process. You must also bear all the bank charges in relation to payment of course fees and payment must be made at least 3 weeks before the course date. Registration will be confirmed upon receipt of payment and completion of registration form only.

Group discount

We offer a group discount of 15% if you book a course for 10 or more people. Please contact our customer services desk at to discuss further on how to obtain a group discount code.

CPD hours

Each participant will be issued a training certificate which will certify that you have successfully completed the training course and the number of hours you spent to complete this training course.


Please contact our Customer Service for further assistance at

In-House Training

Besides our wide range of public courses, we are proud to offer our In-house training services to our Global clients. This form of training is tailored to meet your business needs and also an effective way of training your teams which saves time and money and will improve the productivity of your employees, making your business more competitive. If you would like to run this course as an In-house programme in your organisation with necessary customisation to suit your needs then please contact us today to discuss this further.