Managing Structural Interest Rate Risk

Managing and hedging structural Interest Rate Risk arising from Non Maturing Deposits (NMDs) is a key concern for banks. Of equal importance is how to handle the bank’s equity. Some of the key questions include: How far should you ‘term out’ the equity? If equity has not yet been termed it out, is now a good time to start, given that interest rates show signs of rising? Similarly for NMDs, what does your portfolio replication look like and how effective is your hedging strategy under different yield curve scenarios?

In this webinar, we will discuss and present some practical “what-if” scenarios for Interest Rate Risk, concerning both NMDs and the banks equity, where different assumptions and stress-scenarios are applied both for yield curves and balance sheet items.

 
Category
Webinars
Date
21 November 2018
Venue
online