Interest Rate Risk in the Banking Book (IRRBB) Forum

AxiomSL | British Bankers’ Association MiFIR and MiFID II Conference

When: July 5, 2016
Where: London, United Kingdom

AxiomSL will be sponsoring and exhibiting at the British Bankers’ Association’s IRRBB Forum in London.

Since the beginning of the financial crisis ever-changing regulation and an exacting economic environment have presented serious challenges to banks. However, historically low interest rates have permitted them to benefit from lower funding costs and increasing revenue from new customers. Now banks are confronted with the challenge of managing interest rate risk in their books in the face of regulatory change and an uncertain interest rate environment where negative rates are starting to become a real possibility.

This event will examine the regulatory expectations in managing interest rate risk and explore the best strategies to minimise its impact on banks and compete and grow in the current rate environment.


The conference will address key topics including:

  • Regulatory expectations in managing interest rate risk
  • What impact will the current interest rate environment have on the UK financial industry?
  • IRRBB management in a changing regulatory landscape
  • IRRBB management and measurement at Lloyds Banking Group
  • Managing structural IRRBB in a Changing Environment
  • Understanding the effects of changing interest rates on the banking products

Come and visit our booth

We will have our own booth, so if you would like to learn more about how AxiomSL works, or would like to discuss the latest developments relating to various capital calculation requirements including the Standardized Approach for measuring Counterparty Credit Risk (SA-CCR), the Fundamental Review of the Trading Book (FRTB) or IRRBB, please contact and we will get back to you as soon as we can to arrange a meeting.