Interest Rate Risk in the Banking Book (IRRBB) and integrated balance sheet management conference

Management Solutions sponsored and participated as a speaker at a meeting of experts in Interest Rate Risk in the Banking Book (IRRBB) and integrated balance sheet management in Amsterdam

 

Leaders from the European financial industry gathered in Amsterdam to participate at a meeting specializing in Interest Rate Risk in the Banking Book (IRRBB) and integrated balance sheet management. The event served as a platform to discuss current and future regulatory implications, as well as innovative strategies for managing interest rate volatility and market risks. 

The conference was addressed by Gonzalo Domecq, partner at Management Solutions, and Luke Harrison, supervisor at the Firm, who discussed the supervisory approach of the European Banking Authority (EBA) in its ongoing inspections, analyzing the recurring points of friction in these inspections and presenting the development of the modeling framework towards the so-called “Super-Graph” architecture.