Interest Rate Risk in the Banking Book (IRRBB)
19th January, 2024
22nd May, 2024
09:00 – 17:00 CET
Virtual | On-site
Refer pricing structure
Interest Rate Risk in the Banking Book (IRRBB)
19th January, 2024 (S1) |
22nd May, 2024 (S2)
28th June, 2024 (S2)
09:00 – 17:00 CET
28th June, 2024 (S2)
Virtual | On-site
28th June, 2024 (S2)
Refer pricing structure
28th June, 2024 (S2)
INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)
OVERVIEW:
Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far. The initiative to include it is on its way implying higher capital charges, process amendments and system extensions. This workshop demarcates IRRBB from other risk types, specifies its particularities, addresses the regulatory Pillar I initiatives and discusses the management options to achieve a risk-appetite aligned balance between risk and return.
COURSE CONTENT
1 Day Seminar:
Measurement and management of IRRBB
WHO SHOULD ATTEND
We believe that this seminar is most useful for participants from:
- Supervisors
- Treasury
- Risk management
- Regulatory reporting
- Risk controlling
- Internal audit
SEMINAR FORMAT AND INFORMATION
FORMAT:
- This seminar will be conducted in English
- This session will be conducted via Microsoft Teams. On completion of your registration you will receive a link to the meeting
SCHEDULE:
- On completion of your registration and payment confirmation you will receive the finalised schedule two weeks prior to the event
COURSE MATERIAL:
- Sessions are recorded and could be obtained on request at the end of the seminar
- Trainers presentation slide decks could be obtained on request at the end of the seminar
- Certificates will be awarded at the completion of the seminar
CERTIFICATES:
- Certificates will be emailed to the participants on completion of the seminar
CUSTOMISED OFFERING
KEY POINTS:
- Regulatory topics can be tailored to country-specific frameworks
- Seminar content can be customised based on the participants region
- All seminars can be run “virtually” (depending on the participants preference)
- All seminars can be held “on-site” (depending on the participants preference)
- All training sessions can be offered “on-site” in Frankfurt subject to a minimum of 3 participants attending any given seminar and they each prefer the “on-site” training option
- Every “on-site” training seminar will be a “hybrid” event, offering participants the ability to also connect virtually (if preferred)
- All costs indicated are excluding VAT
If you are interested in customising this seminar for your staff, we will be happy to do so. Please send us your inquiry to aaa@aspectadvisory.eu or simply fill the form given below with your details.
SEMINAR PRICING STRUCTURES
Every seminar listed can be offered either as a “virtual” or “on-site” seminar depending on the participant/s preference and requirement.
STANDARD PACKAGE
Standard Content, Public Seminar, Connect virtually from anywhere- Enhance professional development and be exposed to new perspectives
- Seminars will take place only if three or more participants register for the event
- In the event less than three participants register, the seminar may be cancelled, he/she may opt for another date or agree to the one-on-one coaching option @ 2000 EUR/per day
- Receive a certificate at the end of the seminar
- Access to the trainers presentation material (PPT, recordings)
ONE-ON-ONE COACHING
Standard Content, Individual Training, Virtual / On-site(hosted at a venue in Frankfurt)
- Receive personalised attention
- Enjoy the flexibility, accountability and ensure confidentiality
- If the "virtual" option is selected it will be 2000 EUR/per day
- Receive a certificate at the end of the seminar
- Access to the trainers presentation material (PPT, recordings)
BESPOKE TRAINING
Customised Content, Virtual / On-site - hosted at a venue in Frankfurt(will depend on the requirement)
- Specifically designed content based on the requirement and needs
- Enjoy the flexibility, accountability and ensure confidentiality
- If the "virtual" option is selected it will cost €2000/per day + the content preparation fee
- Receive a certificate at the end of the seminar
- Access to the trainers presentation material (PPT, recordings)
TO REGISTER
Please fill up the attached form with your details and information along with the seminar that you are interested in participating in.
On receipt of your mail we will send you our bank details for the payment to be made. On receipt of your payment we will confirm your registration and send you the link to the seminar.
find out more about this seminar
MEET OUR TRAINERS
The expert panel of trainers at Aspect Advisory Academy are specialists in the fields of financial consulting, data science, professors of finance, experts in financial technology. They bring with them extensive industry knowledge and experience offering you real-world strategic business insight and financial acumen to assist you with concepts and frameworks that will create an impact on your organisation.
They are committed to building and developing financial leaders who are future ready.
PROF. DR CHRISTIAN SCHMALTZ
Partner, Aspect Advisory
Christian has worked with finance and risk divisions in banks across Europe and in South Africa…
His broad experience ranges from instrument pricing, limit setting systems for market risk, instrument cash flow analysis and liquidity stress testing, to dynamic capital allocation concepts. Christian is a professor of finance at the Aarhus University in Denmark and a visiting researcher at Deutsche Bundesbank. He lectures frequently at the Frankfurt School of Finance and Management for Bank Controlling and Liquidity Risk Management, and provides training on all aspects of banking regulation, covering all risk types. His research is centred around practical challenges in implementing regulation reflected in publications on Basel III – compliance, liquidity risk management and risk reporting. Apart from participating in research conferences, Christian is also a regular speaker at practitioner conferences.
DR CHRISTIAN SCHAEFFLER
Partner, Aspect Advisory
Christian has worked with finance, risk and IT divisions in the finance and insurances sector across Europe and America over the past 15 years…
His broad experience ranges from regulatory reporting, risk management (market, credit and liquidity) accounting and the (prototypical) IT implementation of the requirements. Before Christian joined the Aspect Advisory family, he was a professor of finance and banking at the university of applied science in Munich, co-founder of a German based consulting boutique and partner of a well-established consulting company in Germany. In addition to his consulting activities, he works as speaker/lecturer for Frankfurt School of Finance and Management and the Association of German Public Banks.
After an apprenticeship as a bank clerk, he obtained the diploma degree in business administration from the University of Augsburg, Germany and his PhD at the Centre for Practical Quantitative Finance at the Frankfurt School of Finance and Management, Germany.
STUART THOMSON
Partner, Aspect Advisory
Stuart has focused his 17-year career in Risk and Finance themes, by assisting large Banks, multilaterals and DFI’s across Europe, Africa and the MENA region to design, develop, enhance and implement sustainable, robust and market-leading approaches to the challenges facing the financial sector…
Stuart specialises in themes affecting corporate finance, specifically those which support group and business strategy through organic and inorganic growth planning, as well as post-merger integration and optimisation. His projects focus deeply on the development of agile, robust and comprehensive enterprise risk management frameworks, including developing proactive regulatory amenability for large entities.
Stuart obtained his Commerce (PPE) and LLB degrees from the University of Cape Town and studied Advanced Corporate Finance at the London School of Economics.
EVAN JACKSON
Director, Aspect Advisory
Evan’s background comprises of financial mathematics, data analytics and software engineering. He has considerable experience working in quantitative modelling, data and application development across industries of Finance, Fintech and Utilities, with expertise in designing, developing and deploying data-driven, cloud-based and native applications…
He also has a keen interest in machine learning, blockchain technologies and fintech.
Evan holds a BSc (Eng.) in Civil Engineering and a MPhil. specialising in Mathematical Finance from the University of Cape Town.
DARIO RUGGIERO
Director, Aspect Advisory
Dario Ruggiero is a Senior Manager of the Aspect Advisory Group. Before that, he worked for many years as a Senior Consultant for a large reporting provider…
His main focus was on consulting and technical implementation of regulatory innovations at large retail banks, private banks and German state banks.
His expertise spans the areas of clearing houses, RWA calculation, credit risk mitigation and reporting requirements (e.g. capital and liquidity requirements) at European level and ESG risks. In addition, he has very good knowledge of the reporting software BAIS.
MUTALE MWILA
ESG & Climate Expert, Aspect Advisory
Mutale has worked on climate focused and sustainable finance projects with banks in South Africa and Europe.
She holds a Master’s degree in Financial Technology and obtained a Business Science degree, both from the University of Cape Town. Mutale provides advisory services to advance business strategies for financial institutions with the aim of supporting the transition to a more climate resilient, lower carbon and sustainable, socially inclusive economy.
TITOSE CHEMBEZI
Digital Assets Expert, Aspect Advisory
Titose has worked with leading global Blockchain Protocol companies and projects in the CBDC industry.
She holds a Master’s degree in Financial Technology from the University of Cape Town and a bachelor’s degree in Finance from the University of Botswana. Titose provides advisory services to help financial institutions with fintech solutions and implementation.
EQUIP YOURSELF WITH ESSENTIAL TOOLS WHICH ARE ESSENTIAL FOR FUTURE LEADERS
Aspect Advisory Academy provides you a host of tools to equip you to enhance your ability so that you can help your organisation manage risk, develop strategic insight and set realistic performance goals.
Executive Education Seminars
Financial Education Courses
BESPOKE TRAINING SOLUTIONS
LET US KNOW HOW YOU WOULD LIKE US TO CUSTOMISE YOUR SEMINAR
Today’s leaders are those who understand the complexities of a changing landscape. They work towards ensuring their companies are well prepared to make necessary policy decisions and develop impactful strategies which will exhibit the productive and innovative nature of their organisations.
Whether you are interested in how to mitigate risks, be well versed to use financial instruments, stay up to date with the changes in regulation or ensure your company prioritises ESG, we will work with you and tailor every aspect of the programme to ensure your team has a unique experience and the programmes meet the organisation’s specific needs.
The added value and exclusivity associated with personalised tailor made seminars will come at an additional fee depending on the overall requirement.
We would love to hear from you and develop bespoke learning solutions for your organisation that will address your company’s challenges and deliver desired outcomes more effectively.