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4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities

Address the final EBA IRRBB guidelines while mitigating the impact of the rising rates and the effects of these on behavioural models

19-21 November 2018
Marriott West India Quay, London, United Kingdom

Why You Should Attend

4th Edition of Managing Interest Rate Risk Arising from Non-Trading Book Activities

This marcus evans conference will assess the final EBA IRRBB guidelines; address the impact of rising interest rates on IRRBB with a particular focus on the impact of the rising rates on behavioural modelling methods. Since the financial crisis the banking industry has continually undergone scrutiny and ever increasing amounts of regulation. IRRBB has been no different, with the first changes set in 2016, it has taken two years for the EBA to have discussions with banks to agree on the final IRRBB guidelines released in July, spurring banks to finalise their IRRBB projects as they race to beat the new deadline. Yet the finalization of the guidelines is only a part of the story, the bigger driver emerging in the last couple of months which has put an even greater spotlight on IRRBB is the imminent rise of the interest rates, affecting all aspects of IRRBB, from the behavior of the customers to the behavior of the balance sheet, urging a proactive approach to IRRBB management.

Key Topics

  • Prepare for the full implementation of the final IRRBB EBA guidelines and impact of public disclosures
  • Mitigate the impact of low interest rates on your IRRBB, including impact on balance sheet management and modelling of customer behaviour
  • Deep dive into the intricacies of behavioural models, with particular attention to EVE and NII methods
  • Unpack capital requirements for IRRBB, particularly exploring ICAAP and stress testing
  • Interplay of the boundary between your trading book and your banking book
  • Previous Attendees Include

    • AFME
    • ABN Amro Bank
    • Banco Espirito Santo
    • Bank of England
    • Bank of Ireland
    • Barclays Bank
    • BNP Paribas
    • Ceska Sporitelina AS
    • Citigroup
    • Commonwealth Bank of Australia
    • Credit Agricole
    • Credit Suisse
    • Credito Trevigiano
    • Danske Bank
    • Deloitte
    • Deutsche Bank
    • DZ Bank
    • Erste Group Bank AG
    • HSBC
    • ING
    • Intesa Sanpaolo
    • ISDA
    • JP Morgan
    • Lloyds Bank Commercial Banking
    • Mizuho International
    • Morgan Stanley
    • Natixis CSP Fournisseurs
    • Nomura International
    • Nordea
    • PWC
    • Santander
    • VTB Capital
    • and many more..

    Why Choose 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.

    Voice of Our Customers
    • “Great opportunity to be informed how various banks handle regulatory requirements on IRRBB and better understand various concepts of IRRBB. Excellent opportunity to also speak and network with peers” Group Treasury Asset-Liability Management, Bank of Cyprus
    • “Thanks a lot for organising this event. It was very interesting to share views on IRRBB with other banks,” Market Risk Analyst, Societe de Financement Local
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    Event Contact

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

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310