How to manage IRRBB using a contemporary ALM scenario system

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. The webinar discusses and demonstrates the IRR scenarios together with what-if change scenarios on balance sheet items. In the webinar, the effects of these scenarios are measured across key performance indicators, such as Earnings at Risk (EaR) and Economic Value of Equity (EVE).

 

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Category
Webinars
Date
20 April 2017
Venue
online