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Managing Interest Rate Risk in the Banking Book

3rd Edition - A Marcus Evans event


Prometeia sponsors the 3rd Edition of "Managing Interest Rate Risk in the Banking Book", hosted by Marcus Evans in Vienna, 27-29 June 2018.

Prometeia's team joins a qualified panel of speakers, leveraging its expertise to address some of the main challenges of the integration of IRRBB and credit risk, given the final EBA guidelines looming and the new IFRS9 accounting principles that have entered into force.

Below are the details of Prometeia's speech:

Integration of IRRBB and credit risk under the new IFRS9 principles

  1. The credit risk impact on the interest risk exposures in the banking book
  2. Modelling of expected losses and recovery flows
  3. Alternative methodological approaches and case studies

Prometeia's speaker

Massimo Pedroni, Senior Partner Prometeia
A partner at Prometeia since 2015, Senior partner since 2018. He is Head of International Business - Enterprise Risk Management Area since 2014, he coordinates the activities of the overseas branches of the Group based in London, Istanbul, Moscow, Beirut and Lagos. A graduate with honours in Banking Economics from the University of Modena in 2000, he completed a Master’s in Finance at London University. 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.