This course provides a comprehensive overview of the BCBS framework and looks at implementation approaches; primarily in Europe but also other jurisdictions. Discussion between participants on how IRRBB is implemented in their banks will be facilitated by using breakout rooms where attendees will work in teams on a spreadsheet example, followed by a role-playing exercise, We will also explore the impact of other regulations on banking book management, for example FRTB and liquidity risk management.
Event Contact
Address: TBC
Phone: TBC
Email: kamelias@marcusevansuk.com
