IRRBB & ALM – Balance Sheet Optimization Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
Interest rate risk in the banking book (IRRBB) is part of the Basel capital framework under Pillar 2 and principles for the management and supervision of interest rate risk were set out in 2004 by the BCBS. In 2018 new Basel standards were introduced for measuring and managing interest rate risk on the banking book (IRRBB). One of the complexities of interest rate risk on the balance sheet is the linkage between Asset Liability Management (ALM), Liquidity (LRP, NSFR), and the IRRBB.
Given the market pressure, the relentless pursuit for the most efficient and productive use of a bank’s resources subject to consolidated risk and return appetite remains of upmost importance for banks of all size. Consequently, strategic ALM can significantly improve financial performance by delivering a better balance between returns and risks across the on and off-balance sheet items.
BENEFITS OF ATTENDING
- Gain insight into IRRBB regulation and how to implement it
- Gain an understanding of how IRRBB is linked to other overlapping frameworks (ALM, Liquidity, Trading)
- Get a deeper understanding of how interest risk is linked to IFRS(9) and expected credit losses
- Defining IRRBB risk appetite
- Using disclosure requirements to enhance current IRRBB practice
- Key IRR Challenges including behavioural assumptions, yield curve risk and basic risk
- Approaches to modelling IRRBB
- Current and future IRRBB governance considerations
- Address key challenges of running stress testing exercises
- Identify a risk measure that effectively captures CSRBB
- Understand the value and income metrics approach
WHO SHOULD ATTEND
- Asset/Liability Management
- Balance Sheet Management
- Bank & Country Risk
- Capital Modeling
- IRR Team
- FI Risk Management
- Funds Transfer Pricing
- Interest Rate Risk
- BASEL Team
- Stress Testing
- Treasury
- Market Risk
Quantitative Analysts - Risk Analysis
- Risk Team
- Liquidity Risk
- Risk Model Development
- IRRB
- Supervision/Regulation
- Credit Risk Team
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
