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1 Angel Court EC2R 7HJ United Kingdom
This one-day workshop provides comprehensive coverage of a business best-practice approach to IRRBB, ensuring optimal compliance with Basel Standards.
It explains the process and implementation of an efficient IRRBB measurement, reporting, and hedging framework in clear, practical terms, enabling delegates to understand best-practice IRRBB principles and how to integrate them into ALM policies, thereby optimising the bank’s risk management framework.
A well-designed IRRBB framework enables a bank to pursue its strategic objectives; conversely, a poorly implemented IRRBB framework can lead to long-term damage to a bank’s balance sheet structure and material additional Pillar 2a capital add-on.
The workshop provides delegates with an in-depth understanding of the intricacies of IRRBB management, focusing on the various metrics involved and examining best-practice approaches to modelling interest rate risk.
Key topic areas include measurement and reporting approaches, stress testing, and disclosure requirements, all covered in practical detail.
By the end of this workshop, you will be able to:
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.
Overview
Reporting metrics: NII and EVE
IRR challenges and how to overcome them
Stress testing
Managing/mitigating IRRBB
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.
This workshop has been designed for employees working in the following areas of a firm:
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