On June 26th 2018 we are hosting an “Interest Rate Risk in the Banking Book” (IRRBB) event at hotel Glockenhof in Zürich. The event is focused on the implementation of an effective IRRBB framework according to the new (prospective) FINMA standard.
Prior to the event a survey will be sent out to identify the main challenges Swiss banks face in implementing an effective IRRBB framework.
At the event, the survey outcomes will be presented and implications will be discussed. The event will be concluded by presentations from PostFinance and BNG Bank. Both guest speakers will explain the challenges they face in complying with the new IRRBB principles as well as elaborate more on how the bank solved (or intends to solve) these difficulties. The event leaves room for participants to ask questions and have discussion among themselves on the topics addressed.
Treasurers, ALM experts and Chief Risk Officers.