IRRBB Training Course | OSFI Guideline B-12, Balance Sheet Optimisation & ALM | Toronto
Canadian banks are under growing pressure to align their interest rate risk frameworks with OSFI Guideline B-12. This 2-day course in Toronto gives risk, treasury and ALM teams a practical, structured way to meet that expectation while strengthening balance sheet performance.
OSFI’s B-12 guideline builds on the Basel Committee’s 2016 IRRBB standards, adding Canada-specific expectations around governance, behavioural assumptions, and an outlier/materiality test that compares potential losses to an institution’s capital base. For many institutions, translating these requirements into a working framework is the hardest part — this course is built to close that gap.
Over two days, participants work through the full IRRBB toolkit: EVE and NII sensitivity analysis, stress and shock scenarios, behavioural modelling, and hedging strategies. Each topic is tied back to how OSFI assesses adequacy under B-12, so participants leave knowing not just the theory, but what examiners look for.
The second half of the course shifts to balance sheet optimisation — Funds Transfer Pricing, liquidity risk, and capital management — using real case studies drawn from Canadian and international banks. Group exercises let participants apply these tools to realistic scenarios before returning to their own institutions.
This course suits risk managers, ALM specialists, treasury professionals, CFOs, internal auditors and compliance teams at Canadian banks, credit unions and federally regulated deposit-taking institutions — as well as supervisors and consultants working across the OSFI-regulated sector.
Key Learning Features
- Understand the Basel IRRBB framework and how OSFI Guideline B-12 builds on it
- Apply EVE and NII sensitivity analysis using OSFI’s prescribed shock scenarios
- Work through the outlier/materiality test and what it means for capital adequacy
- Build and challenge behavioural assumptions used in IRRBB models
- Learn balance sheet optimisation tools: Funds Transfer Pricing, liquidity and capital management
- Apply concepts through Canadian and international case studies and group exercises
- Leave with a practical framework for IRRBB governance under OSFI expectations
IRRBB & Balance Sheet Optimisation: Available Worldwide
Can’t make it to Toronto? This IRRBB and Balance Sheet Optimisation course also runs in major financial centres across the globe, as well as online. Choose the location and date that work best for you:
Online | London | Singapore | Sydney | Amsterdam | Toronto | New York City
Questions? We’re Here to Help
Have a question about this course? Our team can help with scheduling, group bookings, or in-house training tailored to your organisation. Contact us to learn more or to register.
Instructor Bio
The course instructor will be one of our highly experienced
faculty members.
Our Faculty: Expertise That Drives Success
Shasat is proud to have over 30 world-renowned faculty members, each an expert in their respective fields, who share their hands-on implementation experience through our technical and professional development programs.
This IRRBB training course is led by one of Shasat’s distinguished faculty members, a globally recognised expert in interest-rate risk, prudential regulation, and balance-sheet management. With extensive experience advising banks and supervisors on IRRBB frameworks, EVE and EaR measurement, behavioural modelling, stress testing, and ICAAP integration, the instructor brings a rare combination of regulatory insight and practical industry expertise. Drawing on real supervisory themes, global case studies, and years of hands-on ALM and risk-management work, the session offers clear, actionable methods to strengthen IRRBB governance, enhance modelling practices, and build resilient, forward-looking interest-rate risk management across modern banking portfolios.
Our faculty combine real-world expertise with academic rigour, ensuring every session is interactive, relevant, and outcomes-driven. Participants gain practical tools, case-based insights, and strategic frameworks that can be immediately applied to enhance sustainability reporting and corporate governance within their organisations.
Our Partners
Course Description
Course outline
Day 1:
Morning Session:
- Introduction to IRRBB
- An understanding of the Basel Framework for IRRBB
- Component of interest rates and measurement of IRRBB
Afternoon Session:
- Quantitative techniques and models
- Gain experience of facing regulatory challenge on proposed model
Day 2:
Morning Session:
- Understanding risk transfer and stress scenarios
- Balance sheet optimization tools and techniques
Afternoon Session:
- Real Life examples and case studies
- Workshop and Group Discussion
We look forward to your participation in this informative and practical two-day course on Interest Rate Risk in the Banking Book (IRRBB).
The course agenda provided herein is the proprietary intellectual property of Shasat. It is intended solely for the use of participants enrolled in the respective course. Any reproduction, distribution, or unauthorized use of this course agenda, in whole or in part, without the explicit written consent of Shasat, is strictly prohibited and may result in legal action.
All rights reserved. ©2026, Shasat
Why you must attend?
Interest rate risk doesn’t wait for a strategy review cycle. Rate moves can quietly erode net interest income or capital positions long before they show up in quarterly results — and by the time they do, the room to act has often narrowed. This course gives you the tools to see those pressures coming, not just react to them after the fact.
For Canadian institutions, OSFI Guideline B-12 isn’t optional reading — it shapes how examiners assess your IRRBB framework and whether your capital base holds up under their prescribed shock scenarios. Many teams understand the guideline in theory but struggle to translate it into a working model their board and regulators will accept. This course closes that gap, walking through EVE and NII sensitivity analysis, behavioural assumptions, and the outlier/materiality test in enough depth that you leave able to apply them, not just describe them.
Beyond compliance, this is also about better decisions. Balance sheet optimisation, Funds Transfer Pricing, and liquidity management aren’t separate from IRRBB — they’re the other side of the same coin. When you understand how these pieces fit together, you’re better placed to influence funding strategy, pricing decisions, and capital allocation, not just report on risk after the fact.
Finally, this course is built around real case studies and group exercises, not slides you could read on your own. You’ll work through scenarios alongside peers from other institutions, test your assumptions against theirs, and leave with a framework you can start applying the week you’re back at your desk.
Who Should attend?
Our two-day course on Interest Rate Risk in the Banking Book (IRRBB) is designed for banking professionals who are involved in risk management, asset liability management, treasury, and finance functions. This course is especially beneficial for:
- Risk managers who are responsible for managing interest rate risk and need to stay up-to-date with the latest regulatory requirements and best practices.
- Asset liability managers who need to develop effective strategies for balancing the bank’s assets and liabilities and minimizing interest rate risk.
- Treasury professionals who need to manage the bank’s liquidity and balance sheet optimization while considering the impact of interest rate risk.
- Finance professionals who need to understand the impact of interest rate risk on the bank’s financial statements and develop effective risk management strategies.
This course is suitable for both experienced professionals and those who are new to the field of interest rate risk management. The course is designed to provide a comprehensive understanding of IRRBB and balance sheet optimization, regardless of your level of experience.
In conclusion, if you’re a banking professional who wants to stay ahead of the curve in managing interest rate risk, then our two-day course on IRRBB is perfect for you. Join us to gain practical skills, network with industry peers, and enhance your career prospects in the banking industry.
Teaching Methodology
The two-day course on Interest Rate Risk in the Banking Book (IRRBB) employs a comprehensive and interactive approach to learning, designed to deliver maximum impact and retention. Our methodology includes:
- A user-friendly slide deck that presents the concepts, methodologies, and principles of IRRBB in a clear and concise manner, making the material easily accessible to all attendees.
- Interactive sessions featuring real-life case studies to provide hands-on experience and bring the material to life, allowing attendees to see the practical application of IRRBB concepts and methodologies.
- Explanations of IRRBB concepts and methodologies through the use of examples and distinct scenarios, allowing attendees to understand the material in context and apply it to their own organizations.
- Group exercises designed to illustrate the implementation of IRRBB requirements, encouraging collaboration and fostering a deeper understanding of the material.
- Discussions on regional differences in implementation, industry issues, and best practices, providing attendees with a well-rounded understanding of the subject matter and allowing them to apply IRRBB requirements in their specific context.
- Access to additional course material and handouts, ensuring attendees have a comprehensive reference resource to support their learning and implementation of IRRBB requirements.
- An open and inclusive atmosphere that encourages attendees to ask questions and engage in discussion, ensuring a thorough understanding of the material and fostering a community of learning.
The combination of these elements creates a dynamic and engaging learning experience that will enable attendees to gain a comprehensive understanding of IRRBB and equip them with the necessary knowledge and skills to comply with regulatory requirements. Whether you are a risk manager, treasury specialist, or financial analyst, this course is designed to meet your needs and help you advance your career. Join us to deepen your expertise and gain practical skills in managing interest rate risk in the banking book.
Feedback
Upon completion of the course, all delegates will receive an evaluation questionnaire aimed at gathering valuable feedback. This feedback is crucial to Shasat’s ongoing commitment to improving the quality of its learning solutions. By analyzing the trends in the responses, we are able to continuously enhance and refine our offerings to meet the evolving needs of our clients.
Venue & other info
Our training programs take place at the most prestigious professional training facilities in the city. Our venues have been meticulously chosen and expertly crafted to deliver an unparalleled and sophisticated learning experience. To further elevate your training journey, we will offer an array of refreshments including gourmet tea/coffee, delectable snacks, and a sumptuous lunch to sustain you throughout the course. Your comfort and satisfaction are of the utmost importance to us. One week before the program begins, you will receive comprehensive joining instructions that include the exact venue details.
Please note that accommodation arrangements are the responsibility of the attendee.
Workshop Delivery (Online Programs)
The workshop will be delivered via the WebEx platform. Upon registration, all participants will receive comprehensive joining instructions for the live workshop. This fully virtual event will encompass a live-streamed presentation, personalized networking opportunities, interactive Q&A sessions, engaging polls, and post-event consultation to address specific concerns and support your continued growth.
In-Person Workshop
Please be advised that for all in-person training programs, joining instructions will be sent via email to registered participants one week prior to the program’s commencement. These instructions will provide comprehensive information regarding the venue location, date, and time, as well as other important details such as parking arrangements, dress code, and any necessary equipment or materials. Kindly ensure that you carefully review the joining instructions and follow the guidelines provided to ensure a smooth and well-organized experience during the program.
Changes to the conference
Shasat reserves the right, at its sole discretion, to make modifications to the format, speakers, participants, content, venue location, program, or any other aspect of the conference, at any time and for any reason, without incurring any liability. This policy has been implemented due to recent events such as the Covid-19 pandemic and other jurisdictional restrictions. These modifications may include but are not limited to, changes necessitated by a Force Majeure Event
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We kindly request that you carefully review all of the terms and conditions outlined on our website. This information is critical in ensuring a clear understanding of our policies and procedures. Please follow the link provided to access this information.
Discover more about Shasat by exploring our “About Us” page, where you can gain insights into our company’s mission, values, and history, and learn how we can help you achieve your goals.
Payment
Enroll in our program with ease by choosing from our secure online payment options. You can make a payment through our website using PayPal or Stripe, or opt for a bank transfer, demand draft, or cheque payment. Our payment page will provide all necessary options during checkout. If you encounter any issues, our customer service team is here to assist you. Simply reach out to us with your selected course, and we’ll guide you through the payment process.
We kindly request that you take into consideration any associated bank fees when making your course fee payment. To ensure your participation in the program, payment must be received before the course date. Once we have received both payment and a completed registration form, we will confirm your enrollment in the program. Thank you for your understanding and cooperation.
Group discount
Our company is proud to offer a group discount of 15% for organizations or individuals who book a course for 5 or more participants. To take advantage of this offer and receive a personalized group discount code, please reach out to our customer service desk at info@shasat.com. Our team will be delighted to assist you with the booking process and answer any questions you may have. With this group discount, you can invest in the professional development of your team and drive success for your organization. Don’t hesitate to contact us today to learn more.
Upon successful completion of the training course, each participant will receive a certificate of completion that attests to the number of hours spent in training and serves as a valuable representation of their dedication to professional development. The certificate is not only a symbol of their achievement but also serves as proof of continuous professional development (CPD) and demonstrates their commitment to staying current in their field. We believe that CPD is a crucial aspect of career advancement and personal growth, and are proud to provide our participants with this important document.
For further assistance, we invite you to contact our dedicated customer service team. Our experienced and knowledgeable representatives are available to answer any questions you may have and provide the support you need to make informed decisions. We are committed to ensuring that you have a positive experience and are here to help in any way we can. Please don’t hesitate to reach out to us at your convenience.
In-House Training
Enhance your team’s skills and drive success for your business with our custom In-house training program. Our tailored approach aligns with your specific business needs, offering a cost and time-efficient solution for upskilling your employees. This not only improves their productivity but also positions your company as a competitive force in the market. Transform your investment in employee development into tangible results by choosing our In-house training option. To discuss and learn more about our services, please don’t hesitate to contact our training desk. We’re ready to help you create a bespoke program that’s just right for you.
