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5th Edition Managing Interest Rate Risk in the Banking Book conference by Marcus Evans

Advance your IRRBB metrics beyond the final EBA IRRBB guideline implementation through better governance structure and improved behavioural modelling techniques


Prometeia sponsors the 5th Edition of the Managing Interest Rate Risk in the Banking Book conference, hosted by Marcus Evans, in Prague, 24-25 June 2019.

Prometeia's team joins a qualified panel of speakers, leveraging its expertise to address the regulatory challenges for European banks as far as Credit Spread Risk in the Banking Book is concerned.

Prometeia leverages on the results of its recent survey it promoted among banks.

Here are some highlights of Prometeia's speech on Day 1:

How will CSRBB be put into practice? Highlights from Prometeia’s 2019-Q2 survey

  1. Requirements and guidelines by the EBA regarding monitoring and managing IRRBB for financial institutions in the EU
  2. Prometeia’s survey to understand how banks are approaching the assessment of their CSRBB
  3. Identify a common practice in preparation for compliance

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.