WebAbout the course Develop your knowledge of the utilisation of behavioural models in financial services through this practitioner-led learning event. With deep dives into NMD modelling and IRRBB, learn the skills required for the successful application of these behavioural models for ALM and balance sheet optimisation, FTP and prepayment models. WebThe course will cover the basics of bonds, explain yields and curves, and provide you with an understanding of credit default swaps and interest rate derivatives. 2.1. Bond basics: Introduction to ...
IRRBB - Interest rate risk in the banking book - Bearning
WebDuring the the course, participants will have the opportunity to learn from like-minded practitioners from various financial organisations offering global perspective on interest … WebThis content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free. Start trial Expert Paul Newson Paul Newson has been … dava butson
LibGuides: Training & Documentation: Dragon OneSearch/Primo
WebCourse 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 2024 new Basel standards were introduced for measuring and managing interest rate risk on the banking book (IRRBB). WebHow to project a balance sheet for IRRBB purposes By Moody's Analytics August 2024 Asset Liability Management , Capital Measurement & Projection In this webinar we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence. Download presentation slides here. Article Regulatory Reporting for Digital Banks Webrate risk in the banking book (IRRBB) to the calculation of banks’ Pillar 1 minimum capital requirements 1. BCBS proposals for interest rate risk in the banking book (IRRBB): from Pillar 2 to Pillar 1 capital requirements Until now, any capital requirement against IRRBB has been included as an add-on under Pillar 2 capital requirements. This bauhaus wandlampe led