Key Benefits of Attending

• Get a fast, expert-led breakdown of IRRBB - repricing, basis and yield curve risk - and why a bank's balance sheet can look healthy while hiding serious risk
• Learn the real lessons from SVB and the UK gilt crisis, translated into practical questions you can ask about your own institution's risk management
• A focused, single-topic deep dive - not a broad survey - designed to sharpen judgement you can apply immediately, distinct from the fuller multi-risk coverage of the two-day programme

Agenda

Since 2022-23, interest rate risk has moved from a technical back-office concern to a boardroom issue that has toppled banks and rattled entire markets. In this 30-minute session, the trainer -a 30-year trading floor veteran from JPMorgan and Morgan Stanley - unpacks the mechanics of Interest Rate Risk in the Banking Book (IRRBB) through two of the most instructive case studies in recent banking history: the collapse of SVB and the 2022 UK gilt market volatility. You'll leave with a clear framework for spotting the warning signs before they become a crisis.

Why this still matters

A quick, current-events hook: why interest rate risk in the banking book has gone from a niche technical topic to a boardroom issue since 2022-23.

The core mechanics

What IRRBB actually is - repricing risk, basis risk, yield curve risk - and why a bank's balance sheet can look fine on an income statement while carrying serious hidden risk.

Case study walk-through

SVB's collapse and the UK gilt market volatility, told side by side: what went wrong, what the warning signs looked like in hindsight, and the practical lesson for anyone sitting in Treasury, Risk or Finance today.

Two takeaways to leave with

One on spotting the warning signs in a bank's risk report, one on the questions to ask internally about how your own institution manages this risk.

Who is this short webinar for?

This 30 minutes free webinar is designed for treasury, finance, risk, and front-office professionals who want a comprehensive, practically grounded view of bank risk management.
It is well suited to those working in or alongside treasury, ALM, risk management, credit, compliance, or trading functions, as well as finance professionals moving into roles with greater exposure to balance sheet and regulatory risk.

It is equally valuable for early-to-mid career professionals building foundational knowledge and for more experienced practitioners looking to consolidate and update their understanding of current market and regulatory developments.