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Measuring, Managing and Monitoring Interest Rate Risk

26 - 28 October 2020

Central London

´╗┐Agenda Summary (access the full agenda to Measuring, Managing and Monitoring Interest Rate Risk here)

  • Interest Income Metrics
  • Mark to Market Risks for Income Assets and Funding Instruments
  • Interface of Money Markets and Foreign Exchange
  • Central Banks and Monetary Policy
  • Duration Gap Risk Management
  • Quantitative Easing (QE) and Negative Interest Rates (NIR)
  • Interest Rate Swaps
  • Funding Instruments and Hedging
  • Models for Interest Rate Forecasting
  • Stress Test Methods for Treasury
  • Interest Rate Risk in the Banking Book (IRRBB)