MORS Software chairs IRRBB Summit in London, 14 Nov 2018
MORS Software will chair and participate as a Gold Sponsor at the 4th Interest Rate Risk in the Banking Book (IRRBB) Summit in London, 14 November 2018.
The IRRBB Summit will discuss current regulatory updates on IRRBB, the latest industry responses as well as approaches to IRRBB modelling. The summit will respond to the enhanced supervisory focus on how well banks identify, manage, monitor and report interest rate risk in the banking book.
MORS Software’s partner, Peter Serlachius will chair the Summit and host panel discussions with representatives from supervisory, banking and technology communities. The panels will discuss current topics such as the latest regulatory guidance and its implications. MORS Software will also give a presentation entitled ‘Managing Structural Interest Rate Risk under the New Guidelines – a Practical Approach’. The presentation examines the drivers of change, the amplified role of Treasury and ALM, and scenario-based capabilities as the foundation for a forward-looking approach to the steering of banks.