Managing Interest Rate Risk in the Banking Book (IRRBB) and Balance Sheet Optimization
Welcome to our 2-day workshop on Balance Sheet Optimization, ALM, and Interest Rate Risk in the Banking Book (IRRBB) in London.
Interest rate risk is a critical area of risk management in the banking industry. 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”. Since then, banks have been updating their interest rate risk frameworks to ensure compliance with regulatory requirements.
In this workshop, you will gain a comprehensive understanding of IRRBB and balance sheet optimization. We will cover all the building blocks of IRRBB, including its measurement, management, and strategies. We will also explore the interconnections and interdependencies between IRRBB, asset-liability mismatches, and liquidity.
Furthermore, this workshop will provide you with hands-on experience in managing and optimizing the balance sheet. You will learn about the different techniques, challenges, and tools that banks employ for better management. We will use real-life examples and case studies to illustrate how to approach balance sheet optimization and interest rate risk management in the banking book.
By the end of this workshop, you will have a deeper insight into IRRBB and balance sheet optimization techniques. You will be able to make informed decisions on the design of a new IRRBB framework and ensure compliance with regulatory requirements. We look forward to your participation in this exciting and informative workshop.
Key Learning Features
- Understanding the fundamentals of IRRBB and the Basel Framework for IRRBB
- Learning about the components of interest rates and measurement of IRRBB
- Gaining knowledge of quantitative techniques and models used for IRRBB measurement and management
- Hands-on experience of facing regulatory challenges on proposed models
- Understanding the importance of risk transfer and stress scenarios in IRRBB management
- Learning about balance sheet optimization tools and techniques to manage IRRBB
- Examining real-life examples and case studies to reinforce learning
- Engaging in workshop and group discussion activities to apply the concepts learned in the course
- Developing a comprehensive understanding of how to approach balance sheet optimization and interest rate risk management in the banking book, while ensuring compliance with regulatory requirements
We hope this helps give a better understanding of what the course will entail!
Global Training Schedule for IRRBB and Balance Sheet Optimisation
Online | London | Singapore | Sydney | Amsterdam | Toronto | New York City
For More Information
We hope that the above course description has provided you with a clear understanding of the training program we offer. However, we understand that you may still have questions or need more information before making a decision. Our friendly and knowledgeable customer service team is here to help you with any queries you may have.
If you would like to learn more about any of our training programs or would like to register for a course, please contact our customer service team. We will be happy to answer any questions you may have and guide you through the registration process.
If you are interested in running our training programs as an in-house program, we can provide you with a customized quotation based on your specific requirements. Our customer service team will be more than happy to assist you with this. We look forward to hearing from you and helping you with your training needs.
Instructor Bio
Our faculty members are highly qualified experts with a diverse range of specializations, including International Financial Reporting Standards (IFRS), International Public Sector Accounting Standards (IPSAS), Generally Accepted Accounting Principles (USGAAP), UK GAAP, risk management strategies, valuations, mergers & acquisitions, corporate governance, ESG reporting, supply chain management, prudential regulations, and compliance matters such as Basel regulations, Solvency II, Anti-Money Laundering regulations, and more. Additionally, they have expertise in a variety of professional development programs, such as negotiation skills, presentation skills, data management, Python, Block-Chain, Digital Assets, and Becker CPA. This depth and breadth of knowledge ensure an engaging and effective learning experience for professionals and senior executives, helping to enhance knowledge retention.
Our faculty members are seasoned professionals with a wealth of experience in their respective fields. They bring a unique combination of practical knowledge and theoretical understanding to the classroom, making them well-equipped to address the challenges faced by professionals in today’s rapidly changing business environment. Their expertise and hands-on experience ensure that participants receive the most up-to-date and relevant information, which they can immediately apply to their own work. The interactive and engaging learning environment fostered by our expert instructors also helps participants retain information and improves their overall understanding of the subject matter. Whether you’re seeking to expand your knowledge, enhance your skills, or explore new career opportunities, our faculty members are equipped to provide you with the guidance and support you need to achieve your goals.
Instructor for this course
The course instructor will be one of our highly experienced faculty members.
Our Partners
Our Partners in Learning
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).
Why you must attend?
The banking industry is facing ever-increasing challenges in managing interest rate risk. With regulations constantly evolving, it’s essential for professionals to stay up-to-date with the latest developments in IRRBB management. Our two-day course on Interest Rate Risk in the Banking Book (IRRBB) will provide you with the knowledge and practical experience you need to stay ahead of the curve. With a focus on quantitative techniques and models, risk transfer and stress scenarios, and balance sheet optimization tools and techniques, you’ll learn how to effectively manage interest rate risk while maximizing profitability. Through real-life examples and case studies, you’ll gain valuable insights into the complexities of IRRBB management and how to navigate regulatory requirements. Engage in workshop and group discussion activities to put these concepts into practice and come away with a comprehensive understanding of IRRBB management.
Join us for this essential two-day course to stay ahead of the game in interest rate risk management.
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
We are pleased to offer sponsorship opportunities for our training programs, providing companies with a unique platform to showcase their brand and services to a highly engaged and relevant audience. By becoming a sponsor, your organization will have the opportunity to build brand awareness, demonstrate thought leadership, and cultivate valuable relationships with industry professionals. Our programs offer a platform to reach a targeted audience and generate new business leads while showcasing your expertise. The benefits of sponsorship include increased brand exposure, opportunities to connect with key decision-makers, and a platform to promote your products and services. We invite you to take advantage of this prime opportunity and partner with us to enhance your visibility and impact within the industry.
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.
