Credit concentration risk and the HHI

  • Published date: 18.07.2019

Interest-Rate Risk in the Banking Book (IRRBB) Best-Practice Principles, 8 October 2019

This one-day workshop provides comprehensive coverage of the best-practice approach to IRRBB, to ensure optimum compliance with Basel Standards with respect to measurement, calculation and hedging of interest rate risk. The workshop provides delegates with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches to modelling interest rate risk. Key topic areas including approaches to measurement and reporting, stress testing and disclosure requirement are covered in practical detail.

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