Description
- The participants develop an understanding of the content, legal requirements and internal consequences of the current IRRBB Practice (Interest Rate Risk in the Banking Book) regulation.
- The Banking Regulation: “IRRBB Practice” Mobile APP is available to you as a Mobile APP on your smartphone at any time.
- With the Mobile APP from Banking Regulation: “IRRBB Practice” Mobile APP, you can process content that is new or refreshed for you, regardless of time and place
- The Banking Regulation: “IRRBB Practice” Mobile APP is operated with our technology partner Institute of Microtraining (IoM). IoM specialises in compact and digital training.
Content of the Banking Regulation: “IRRBB Practice” Mobile APP:
- IRRBB Framework
Goals and content of the IRRBB regulation in the Basel / CRR regulations, responsibility of the management body, proportionality, influence of the IRRBB on Pillar 2 requirements, legal limits and consequences if exceeded - IRRBB Risk measurement
Delimitation of banking book / trading book, economic and normative perspective, risk measurement approaches for economic and normative perspective, risk categories to be taken into account, approaches for the presentation of the implicit option risks in customer business, specifications for the interest rate shock scenarios to be taken into account - IRRBB requirements
IRRBB requirements, the bank’s internal implementation options and the consequences in the management impulses when considering implicit and explicit interest optionalities, management philosophy for customer transactions without explicit interest adjustment clauses and the presentation of own funds in interest rate risk management