Interest rate risk and asset-liability-management in banks
Deadline for application
23 February 2022
The seminar aims at giving deep insights into all aspects of interest rate risk management both from a theoretical and practical perspective. Corresponding aspects of the new Basel III framework (e.g. pricing for liquidity/setting up an adequate FTP-system, dealing with interest rate risk model risk, etc.) are fully covered.
Learning methods include presentations on theoretical basics, computer-supported livesimulations, discussions with experts and case studies on interest rate risk and assetliability management (ALM). Market professionals from banks will present their perspective and stand ready for an exchange of views. Oesterreichische Nationalbank and Erste Bank der Oesterreichischen Sparkassen AG experts will speak on regulatory experiences and developments relating to the Basel III framework.
Participants will have a chance to familiarize themselves with best practice models, discuss different approaches and share their experiences.
The language during the seminar will be English.