Interest Rate Risk in the Banking Book (IRRBB) - 5th Annual European Summit

• 15+ Senior IRRBB specialists from Banks

• European Central Bank’s Principal IRRBB expert

• 11 key topics on the programme

• 6 detailed case studies from Banks

• 3 interactive Q&A sessions

• 20 speakers sharing expertise

• ...and all in just one day!

• DEUTSCHE BANK...

"Managing Profitability, Structural Hedging and ALM Risk in a Falling / Low / negative Interest Rate Environment under the New Guidelines"

• DEKA BANK...

"Identifying and Managing Basis Risks in the Banking Book in Relation to the End of Libor and Potential Normalisation of Rates"

• COMMERZBANK...

"Managing the Trade Off Between Economic Risk Management vs Hedge Accounting and Impact of Recent IFRS 9 Developments"

• MUFG...

"Integrating IRRBB and the New Guidelines into the Capital Plan and Stress Testing Framework"

• LLOYDS BANKING GROUP - DEUTSCHE BANK - BANCO BPM - STATE STREET - MOBI BANK - and others

"Panel Session: Addressing Impact of EBA Guidelines Implementation and Other Recent Regulatory Developments for IRRBB and the Business"

• METRO BANK - UBS - DEUTSCHE BANK - LLOYDS BANKING GROUP  - BACO BNI EUROPA -  and others

"Panel Session: Tackling IRRBB Modelling and Model Risk Including Behavioural and Dynamic Balance Sheet Challenges in the Low Interest Rate Environment"

• STATE STREET - MUFG - and others

"Panel Session: Enhancing IRRBB Stress and Reverse Stress Testing and Achieving Appropriately Suitable and Severe Shocks"