Interest rate risk modelling & IRRBB

  • 3 days
  • Treasury & capital markets risk
  • 9 CPD points
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Key reasons to attend

  • Learn how to set up goals for IRRBB management and IRR strategy

  • Gain strategies for approaching high-rate environment challenges

  • Understand the impact of AI on interest rate risk

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Customised solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

Join us for this virtual course specifically designed to deepen the understanding in interest rate risk.

Participants will gain a new and improved understanding on how to manage and develop interest rate risk within their organisation. Sessions focus on the impact of high rates and interest rate risk challenges as well as interest rate risk regulatory environment and IRRBB governance. 

During the the course, participants will have the opportunity to learn from like-minded practitioners from various financial organisations offering global perspective on interest rate modelling and IRRBB in 2023.

Flexible pricing options:

  1. Early-bird rate: book in advance and save $200 

  2. 3-for-2 group rate: book three delegates for the price of two and save more than $2,000 

  3. Season tickets: book a team of 10 or more and save up to 50% (can be used on a selection of courses)

Learning objectives

  • Set up limits and manage the balance sheet in IRRBB

  • Understand the interest rate risk regulatory environment and IRRBB governance

  • Identify the impact of high interest rate and interest rate risk modelling

  • Manage regulatory considerations and compliance

  • Develop insight into model complexities and hedging strategies

  • Implement the impact of AI on interest rate risk

Who should attend

Relevant departments may include but are not limited to:

  • Interest rate modelling 

  • Balance sheet management  

  • Liquidity risk 

  • Risk management  

  • Governance  

  • AI 

  • Machine Learning 


September 18–20, 2023

Timezones: Emea/Apac




This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The resources below have been selected to enhance your learning experience:

  • Modeling nonmaturing deposits: a framework for interest and liquidity risk management - Read article

  • Hong Kong banks await guidance on IRRBB for risk-free rates - Read article

  • Adapting to the new normal - Read article

To access some of the above articles you need to have a current subscription to If you don’t have one now, please subscribe to a free trial


September 18 - 20, 2023

07:30 am - 09:45 am




Earlybird Price

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Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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