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EBA IRRBB Webinar
Following the publication of updated standards on IRRBB by Basel Committee on Banking Supervision (BCBS) in April 2016, EBA took the first step toward implementing these standards at the EU level by publishing the final IRRBB Guidelines on 19 July 2018. In addition to these guidelines, the EBA also plans to publish a number of technical standards after the finalisation of CRD5/CRR2.
Starting on 30 June 2019, final IRRBB Guidelines enter into force for EU institutions, with a transitional provision for smaller banks (SREP categories 3 and 4), allowing for further six months for appliance of paragraph 18 (CSRBB) and paragraph 114 (EVE impact from interest rate shocks), both effective from 31st December 2019.
ALMIS International are holding a webinar to discuss what the Guidelines encompass and how the ALMIS system can help you address these requirements.
In this session (open to all clients licensing the Market Risk module) we will be covering the new guidelines, specifically the 6 EVE tests and earnings sensitivity.
Key topics include:
- 6 shock yield curves
- Earnings sensitivity
- Behavioural Models
Joe DiRollo – ALMIS International, Founder and CEO
Colin Johnson – ALMIS International, Non-Executive Director, Head of Prudential Risk
Georgina Macleod – ALMIS Financial System Analyst
Claire Trythall – ALMIS Financial System Analyst