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4th annual Interest Rate Risk in the Banking Book (IRRBB) Summit, London, UK

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Benefit from regulatory insights and insights practical perspectives via multiple case studies and panel sessions featuring ALM, Treasury and Regulatory specialists from Banks, specialist Advisors and Regulators.

Learn more about the new IRRBB Guidelines' key challenges & implications:

  • EBA perspective on the finalised IRRBB guidance

  • New guidance vs existing IRRBB framework & Basel CRR II

  • Profitability, structural hedging & ALM risk under rising interest rates & new regime

  • Governance, controls, disclosure to meet IRRBB requirements

  • Impact of the FRTB review for IRRBB management & links with new guidelines

  • Credit spread risk in the Banking Book under the latest guidelines

  • Reference rate reform impacts for IRRBB and related industry initiatives

  • IRRBB modelling including behavioural and dynamic balance sheet challenges

  • Managing Income (NII) vs Value (EVE) regulatory preferences