Deadline for application

10. October 2025

Objectives

Upon completion of the training, participants will be able to:

• understand the boundaries between the trading book, the banking book and the risk management implication for both books
• understand how interest rate changes and credit spread changes affect banks’ banking books from different perspectives and how to proactively react in order to hedge the risk exposures
• understand the basic principles of interest rate risk in IFRS accounting and how hedge accounting works under IFRS
• understand the concepts of liquidity risk and funds transfer pricing
• understand the implications of non-maturing deposits and how they are modelled
• understand the importance of embedded derivatives for interest rate risk management and asset and liability management
• apply their new knowledge on interest rate risk and asset liability management
• apply best practice examples/basic models to different risk scenarios and be able
• to apply different assumptions to stress-test the provided model
• transfer the gained knowledge to different risk scenarios which are discussed during the course