IRRBB Training

Risk Alert: Interest Rate Risk in the Banking Book

After more than a decade of near zero interest rates, recent events have highlighted some of the challenges that sharply rising interest rates bring to bank risk management.

Adeva Partners offers training that equips professionals to understand and manage these risks.​

Courses are designed to meet the needs of different audiences.​ ​

Click on the links below for more information.

Course outlines – Click on the above PDF icons for course outlines.

0.5 Day

Specific Objectives

• Participants will be equipped to:
• Identify how IRRBB occurs as part of a financial institution’s business model.
• Understand how key IRRBB measures are calculated and where they are applied
• Differentiate between the financial statement impacts of IRRBB
• Interpret bank stress-testing IRRBB disclosures.
• Form a judgment as to the impact of IRRBB on the overall credit standing of a bank or financial institution. 

Target Audience

The course is aimed at those who seek to understand the impact of IRRBB on bank earnings and credit standing as part of overall institutional analysis.

• Bank analysts
• Financial institution credit managers
• Relationship managers

1 Day

Specific Objectives

Participants will be equipped to:

• Use a structured approach to identify the causes of IRRBB and its impacts on bank products and margins.
• Understand how key IRRBB measures are calculated and how to interpret these measures.
• Recognize key drivers of IRRBB and use these to develop realistic stress scenarios.
• Appreciate the key practical issues faced by banks in governance and managing IRRBB in compliance with new standards.

Target Audience

The course is aimed at those who seek to gain a working knowledge of IRRBB focussed upon its impact on bank products and margins.

• Treasury analysts
• Product managers
• Finance and accounting staff
• Internal auditors

2 Day

Specific Objectives

Participants will be equipped to:

• Use a structured approach to evaluate the impact of interest rate risk in the banking book on the overall risk profile and capital requirements of a bank.
• Identify the main types of interest rate risk, how they arise and impact a bank’s balance sheet, and how they are managed.
• Understand how the risks are measured and monitored by banks and the uses and limitations of the key metrics typically used to manage and report these risks.
• Review the new IRRBB standards and the responsibilities of banks and supervisors.
• Recognize the key practical issues faced by banks in governance and managing IRRBB in compliance with the new standards.

Target Audience

The course is aimed both at those new to a role within IRRBB management itself and those working in other related functions who seek to gain a detailed working knowledge of IRRBB.

• IRRBB managers and analysts
• ALM professionals and managers
• Regulatory and governance specialists
• Risk managers and analysts
• Central bankers and supervisors

Topics include: