Prometeia is among the speakers of the incoming Risk's training course on Interest Rate Risk for the Banking Book, specifically designed for senior practitioners and those working in IRRBB, ALM or the Treasury function. Among the issues: hedging strategies, behavioural modelling and stress testing.
Prometeia will inaugurate Day 2 and will deal with IRRBB:Governance.
Sophie Xilan Zhishui He Manager
Sophie is a manager at Prometeia for the Enterprise Risk Management Area, where she worked on methodological and organisational advisory, solutions implementation and international business development. Her expertise regards mainly the definition and implementation of ALM and Treasury risk processes, solutions and methodologies in EMEA banks with a particular focus on FTP and performance management, having acquired experience in defining the FTP curves and FTP framework in illiquid markets during projects with major banks across the region.