WebThe implementation of the latest regulation on interest rate risk in the banking book – the IRRBB – has become a challenge for many banks. Compliance with the IRRBB requires a consistent measurement of interest rate risk and its subtypes (interest rate risk, yield curve risk, basis risk, optionality, and credit spread risk). Content WebThis content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free. Start trial Expert Paul Newson Paul Newson has been …
UK Asset and Liability Management Association Limited’s Post
WebPaul Newson is working with the UK Asset and Liability Management Association (ALMA) to help develop an ALM professional qualification, as well as delivering their interest rate … WebBank for International Settlements microsoft teams live event video quality
Alma College: A private liberal arts college in Michigan
WebCOURSE DELIVERY OPTIONS Students have the option to take the course one of two ways: 1. Classroom format: 100% in person. 2. Blended format: theory content completed … WebIRRBB Behavioural Risk. Given that practically all loans and deposits can be withdrawn right away, behavioural risk can exist with regard to almost every retail banking product. Join … WebThe course will cover the basics of bonds, explain yields and curves, and provide you with an understanding of credit default swaps and interest rate derivatives. 2.1. Bond basics: Introduction to ... microsoft teams live interpretation