Understand how behaviour models for NMDs and prepayments are used to improve ALM, strengthen IRRBB and liquidity risk management and support more effective balance sheet decisions.

Gain a comprehensive understanding and apply the best practices of managing interest rate risk and IRRBB modelling ...

LONDON, Jan 24 (Reuters) - Banks in the European Union face closer scrutiny of how they assess the impact of interest rate changes on their balance sheets after an initial examination uncovered a ...

The European Banking Authority (EBA) has published a report on the implementation of the first phase of the short/medium term objectives in their interest rate risk in the banking book (IRRBB) heatmap ...