Beata Lubinska

Introduces practical approaches for optimising management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast-evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the banking industry for the last couple of years. The importance of IRRBB is...

An advanced method for financial institutions to optimise Asset Liability Management for maximised return and minimised risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimising their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book...