Managing and Monitoring Interest Rate Risk

While interest rates in many European regions still remain at low levels, even in negative territory in some cases, there is currently much speculation and debate about the ECB’s consideration of scaling back stimulus. The balance sheets of many banks have taken their current form in the post Global Financial Crisis era, when interest rates have mainly declined, or remained at very low levels. Typically, most banks will not have large quantities of relevant historical data, which they would have otherwise been able rely on to predict customer behavior if the current low interest rate cycle reverses. For this reason, monitoring, managing and forecasting interest rate risk is now even more critical than it has been over the last few years.

This webinar discusses the importance of having IRR analytics that offer up-to-date calculations, enabled by real-time analytics and automated data gathering.  The webinar also discusses and demonstrates how user-defined scenarios and stress tests can easily be set-up and configured to respond to changing market conditions, internal needs and regulatory requirements.

In the webinar, you’ll learn more about:

  • Monitoring, managing and forecasting interest rate risk (IRR) across the balance sheet
  • How real-time analytics enables faster reaction to the balance sheet and market changes

  • How user defined scenarios help you stress test the interest rate risk

 

Request the recording

 
Category
Webinars
Date
09 November 2017
Venue
online