Masterclass: Interest Rate Risk in the Banking Book (IRRBB) - Good-Practice Principles

Masterclass overview:

All UK banks must comply with regulatory requirements relating to interest-rate risk in the banking book (IIRBB).

This 90-minute online masterclass presets a summary of the key segments of regulatory requirements concerning interest-rate risk in the banking book (IRRBB).

The session covers the two main risk metrics for IRRBB (NII and EVE) as well as for credit spread risk in the banking book (CSRBB). We also summarise latest market and regulatory developments in the iRRBB space.

Learning outcomes:

Be aware of the key points of the IRRBB regulatory and risk management framework
Understand the concept and application of the earnings (NII Delta) and present value (EVE Delta) risk sensitivity metrics
Be aware of latest market and regulatory developments in the IRRBB space

Interested in taking any of our workshops in-house?

Whether you are seeking to upskill your team, enhance productivity or foster a culture of continuous learning, we can deliver customised training programmes designed to meet your specific needs. If you have an enquiry, you can complete the in-house form and our training team will be in touch with next steps.

IN-HOUSE TRAINING

You might also be interested in:

We are running longer workshops of this masterclass. See below for more information.

If you would like to attend one or more sessions or have multiple delegates interested from your organisation, please contact us for a discount.

17 June - Interest Rate Risk in the Banking Book (IRRBB) - Good-Practice Principles

6 November - Interest Rate Risk in the Banking Book (IRRBB) - Good-Practice Principles

Area of expertise:

Commercial finance Prudential risk, reporting and tax

Professor Moorad Choudhry

Non-Executive Director, Newcastle Building Society

Moorad Choudhry is a non-executive director at Newcastle Building Society, and Honorary Professor at University of Kent Business School. He was l...

Moorad Choudhry is a non-executive director at Newcastle Building Society, and Honorary Professor at University of Kent Business School. He was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland, having begun his career at the London Stock Exchange in 1989.

Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the London Institute of Banking and Finance, a Fellow of the Global Association of Risk Professionals, a Fellow of the Institute of Directors and a Liveryman at The Worshipful Company of International Bankers. He is author of The Principles of Banking (John Wiley & Sons 2012, 2023).

Moorad was born in Bangladesh and lives in Surrey, England. He was educated at Claremont Fan Court school, the University of Westminster and the University of Reading. He obtained his MBA from Henley Business School and his PhD from Birkbeck, University of London.

Treasury senior management
Heads of ALM/ money markets
Head of IRRBB
Risk management
Liquidity management
Risk modelling
Asset-Liability management
Market risk
Treasury risk
Liquidity risk
Balance sheet risk
Stress testing
Capital management
Regulatory reporting
Internal audit