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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Interest Rate Risk in the Banking Book

Understanding the fundamentals of IRRBB and how it differs from interest rate risk in the trading book

4-5 Mar 2019
Dubai, United Arab Emirates

Why You Should Attend

Interest Rate Risk in the Banking Book

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

While changes to how regulatory capital for IRRBB is computed might, at first glance, seem to be a niche technical topic, the implications for banks could be profound, affecting both volatility of reported earnings and the range of products that they can offer consumers

How will you benefit?

2015 has seen the publication of various proposals and guidance from regulators at national, European and international levels, including, most recently, the Basel Committee Consultative Document issued in June.These proposals have triggered both considerable resistance from the industry as a whole and have sparked a spirited debate amongst industry practitioners themselves.

This two day course will explain the background, examine the proposals in detail and discuss their possible consequences.The first day will be devoted to consideration of exactly what IRRBB is, how it is typically measured and what the fundamental objectives of any capital regime should be. The second day will describe the existing regulatory framework and then evaluate how the current proposals for its reform meet these objectives and consider where they may fall short.

The course is designed to allow attendees to understand all the main areas of current debate and, by the end, to be able to form and articulate their own view on a subject about which there is, as yet, little real consensus. As far as is possible, concepts will be explained without reference to mathematical formulae; this reflects the presenterís firmly held view that IRRBB is ultimately more about judgement than mathematics and, for it to be effectively managed, it must be fully intelligible and transparent to the non-specialist.

About your expert trainer:

Paul Newson has worked in banking for over 30 years in a career that has spanned Finance, IT and Risk Management.Most recently he was Head of Non-Traded Market Risk Oversight at Lloyds Banking Group.From 1999 to 2005 he led the Traded Risk team at the UK Financial Services Authority, and, prior to that, was Head of Trading Risk Systems for NatWest Markets.

Paul, upon graduating from Oxford University, initially trained as a teacher.During his subsequent banking career, he has always maintained a keen interest in delivering training.He lectured for five years at the City of London Polytechnic preparing students for the UK Chartered Institute of Bankersí module in accountancy, has delivered many internal courses and, currently, presents the interest rate risk in the banking book course for the UK Asset and Liability Managers Association.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

The course is of particular relevance to those working in a Risk, ALM or Treasury function with management responsibility for interest rate risk management.It is, however, also eminently suitable for senior staff in functions such as:

  • Finance
  • Regulatory Reporting
  • Product Pricing
  • Planning
  • Internal Audit
  • IT

Key Topics

  • Understand the nature and sources of IRRBB
  • Learn how banks typically control and manage IRRBB internally
  • Evaluate the pros and cons of “income” versus “value” measures
  • Digest what the regulators’ concerns are and why they see a need for change
  • Gain the background necessary to have an informed opinion on the current regulatory proposals

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com