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 · Live 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
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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In their words
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.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
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.