New Interest Rate Risk in the Banking Book (IRRBB)Basel Committee Requirement
Location: Gulf Hotel- Manama – Kingdom of Bahrain
Date: September 02-04, 2024
Time: 9:00 AM till 3:00 PM
Background:
Management of Interest Rate Risk in the Banking Book (IRRBB) has undoubtedly become one of the most crucial disciplines for any Bank to master, especially within the interest rate environment that Banks are currently facing as a result of the market volatility and the measures undertaken to cope with the impact of COVID-19. Banks worldwide are now facing daily decisions of hedging their balance sheet mismatches while defending their profitability and deposits market share in such a very competitive market.
In a more general way, compliance with the Basel Committee’s standards on IRRBB presents significant challenges to all Banks with respect to measurement, calculation and hedging of IRR, and this whole area is the subject of intense focus from the regulatory authorities, external auditors and rating agencies. Banks need to ensure they are able to address all the requirements of the regulation whilst ensuring regulatory capital optimization.
This workshop provides comprehensive coverage of the best-practice approach to IRRBB, to ensure optimum compliance with Basel Standards. It explains the process and implementation of an efficient IRRBB measurement, reporting and hedging framework in clear and practical terms. It will discuss as well the available hedging strategies and the different current and future challenges that Banks are facing and how to overcome them.
New Interest Rate Risk in the Banking Book (IRRBB) Basel Committee Requirement
Gulf Hotel – Manama – Bahrain – 02-04 September 2024
This workshop provides comprehensive coverage of the best-practice approach to IRRBB, to ensure optimum compliance with Basel Standards. It explains the process and implementation of an efficient IRRBB measurement, reporting and hedging framework in clear and practical terms. It will discuss as well the available hedging strategies and the different current and future challenges that banks are facing and how to overcome them.
WHO SHOULD ATTEND?
• Bank Regulators
• Chief Risk officers (CROs) & Risk Managers
• Internal auditors
• Financial officers
• Compliance Managers
• Treasury Managers
• Capital Markets Managers
• External Auditors
Objectives
On completion of this workshop, participants will gain in-depth understanding of IRRBB management. The workshop will cover a range of key topic areas including approaches to implementing a measurement and reporting solution, addressing key challenges of running stress testing exercises and examine enhanced disclosure requirements as well as key challenges facing Banks in view of the current interest rate environment.