Interest Rate Risk in the Banking Book (IRRBB Fundamentals)

Gain a solid understanding of IRRBB concepts, regulatory expectations, and their impact on bank profitability and capital.
Learn to apply key risk metrics such as Economic Value of Equity (EVE) and Net Interest Income (NII) through practical exercises.
Build the skills to interpret IRRBB reports and enhance internal decision-making using real-world scenarios and stress testing techniques.