MORS Webinar: How to manage IRRBB using a contemporary ALM scenario system

 

MORS Software will host a webinar “How to manage IRRBB using a contemporary ALM scenario system” on Thursday 20 April 2017.

The new regulation on Interest Rate Risk in the Banking Book (IRRBB) becomes effective in January 2018. In parallel with the new regulation being introduced, it is becoming more and more important to analyse change scenarios on balance sheet items, such as Non Maturing Deposits (NMDs) and customer loans. The focus on Interest Rate Risk (IRR) management of the banking book is increasing.

Our webinar presents how to manage IRRBB using MORS IRR Scenario Engine. We will discuss and demonstrate the IRR scenarios together with what-if change scenarios on balance sheet items. In the webinar, the effects of these scenarios will be measured across key performance indicators, such as Earnings at Risk (EaR) and Economic Value of Equity (EVE).

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