Interest Rate Risk in the Banking Book Masterclass
The IRRBB rulebook in full — Pillar 2 foundations, the revised BCBS principles (D368) and how regulatory requirements compare with what banks actually do.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Interest rate risk in the banking book sits under Pillar 2 of the Basel capital framework, and the ground rules have moved: the BCBS set out its management and supervision principles in 2004, then published revised principles (D368) in April 2016 to reflect changed market and supervisory practice. Banks still running frameworks calibrated to the old guidance are exposed on both fronts. This course covers the current regulations in force — BCBS documents, supervisory statements and legislative revisions — and sets them against industry practice and other regulatory initiatives, so participants can see precisely where their own framework stands.
What you will do
Who attends
- CROs, CFOs, COOs and managing directors
- Heads of ALM, market risk and treasury risk
- Liquidity, balance-sheet and credit risk managers
- Risk modelling, stress testing and capital management teams
- Regulatory reporting professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.IRRBB in the Basel framework
- IRRBB under Pillar 2
- The 2004 BCBS principles
- The April 2016 revised principles (D368)
II.Regulation versus practice
- BCBS documents and supervisory statements
- Legislative revisions in force
- Comparing requirements with industry practice
III.Managing and reporting IRRBB
- Measurement and management approaches
- Governance expectations
- Interaction with other regulatory initiatives
Frequently asked
Which IRRBB regulations does the masterclass cover?
The current regulations in force: IRRBB’s place under Pillar 2 of the Basel capital framework, the BCBS management and supervision principles of 2004 and the revised principles (D368) of April 2016, together with supervisory statements and legislative revisions — all set against industry practice so participants can see precisely where their own framework stands.
Who should attend the IRRBB regulations course?
CROs, CFOs, COOs and managing directors, heads of ALM, market risk and treasury risk, liquidity, balance-sheet and credit risk managers, risk modelling, stress testing and capital management teams, and regulatory reporting professionals. Banks still running frameworks calibrated to the pre-2016 guidance will find the gap analysis particularly direct.
Is the course available in-house and in French?
Yes. BIZENIUS delivers the masterclass in English and French, and an in-house edition can be tailored to your jurisdiction and the state of your IRRBB framework. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
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From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
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The Capability Arc™
Fix it · Advisory
Interest-Rate Risk in the Banking Book
Measurement, limits and hedging the board can defend.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.