Events

Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding this space for the last couple of years, with the deadline fast approaching, the importance of IRRBB is shifting for banks, away from ‘just’ a regulatory requirements through to actually having an impact on the broader governance of IRRBB across the bank. As a result, this marcus evans event will address how banks should be advancing their IRRBB metrics beyond regulation through better governance techniques and guidance for improved utility of IRRBB sensitivities while also paying attention to some of the more exciting developments in this space such as ML and AI methods for behavioural modelling of IRRBB.