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Interest Rate Risk in the Banking Book

A comprehensive overview of the BCBS IRRBB standards, comparison with EBA standards and a refresher of the mathematical tools required.

  • Prague Czech Republic
  • Start: Jul 19 2022 00:00
  • Finish: Dec 01 2024 00:00
  • Time zone: Europe/Prague

  • Dec 03 2019
  • 55
  • 1303 Views
Interest Rate Risk in the Banking Book
Interest Rate Risk in the Bank

A comprehensive overview of the BCBS IRRBB standards, comparison with EBA standards and a refresher of the mathematical tools required.

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