RISK MANAGEMENT THOUGHT LEADERSHIP

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Interest Rate Risk Management Strategies and IRRBB

Training course by Risk Training

Amsterdam, 18-19 March 2020

Prometeia is among the speakers of the incoming Risk's training course on Interest Rate Risk Management Strategies and IRRBB. This training course will have sessions from industry experts covering important topics post IRRBB implementation.

These will include: the current regulatory environment; model complexities and hedging strategies within interest rate risk management; IRRBB governance; AI and automation; accounting treatment and reporting with other regulation and behavioural modelling.

Prometeia will speak on Day 1 and deal with IRRBB: setting up limits and managing the balance sheet accordingly:

  1. Goals for IRRBB management and setting up an IRR strategy
  2. Management philosophies
  3. Concrete examples for limit systems
  4. How are course participants limits calibrated?
  5. Hedging and steering the balance sheet
 

Prometeia's Speaker

Gursah Pektas

Gursah Pektas Senior Manager
Gursah has joined Prometeia in 2014 after spending more than 7 years in the international banking sector. He has long-term experience in retail, corporate and investment banking and expertise in financial risk management, namely in the area of Asset & Liability Management, Market Risk Management, Treasury Risk and Financial control. He graduated from Middle East Technical University, Department of Business Administration. He is a holder of FRM designation from GARP and CFA charter holder.