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Breakfast seminar - The IRRBB agenda in Europe for 2019: new regulatory and business trends

RISK MANAGEMENT THOUGHT LEADERSHIP

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The IRRBB agenda in Europe for 2019: new regulatory and business trends

Breakfast seminar organized by The Council

Stockholm, 15 May 2019
 

This event organized by The Council, Prometeia's partner in the Nordics, explores the impact of the new EBA guidelines on Non Traded Market Risk, with particular focus on the new methodological frameworks for IRRBB and CSRBB, within the current negative interest rates scenarios.

During the seminar the following areas of interest will be reviewed:

  1. new processes and governance systems to be implemented by financial institutions for the identification, evaluation and management of the interest rate risk, in compliance with the new EBA guidance;
  2. focus on the modelling approach for credit spread risk in the non-trading book (CSRBB);
  3. best practices in managing negative interest rates scenarios in a revised IRRBB methodological framework.
 
 
 

Prometeia's speaker

 

Massimo Pedroni, Senior Partner Prometeia
A senior partner at Prometeia since 2018. He has been the Head of International Business since 2014 and coordinates the activities of the overseas branches of the Group based in London, Istanbul, Moscow, Cairo and Lagos. A graduate with honours in Banking Economics from the University of Modena in 2000, he completed a Master’s in Finance at University College London (UCL). Before returning to Prometeia, he worked for KPMG and Lloyds TSB in London as head of the Model Governance & Validation department. His many years of experience as a Risk Management consultant have seen him work in over fifteen countries, managing major projects in Austria, Germany, Russia, Turkey, Central-Eastern Europe and the Middle East.

 
 
For further information on The Council click here

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