Navigating IRRBB: Modelling & Regulatory Insights

Navigating IRRBB: Modelling & Regulatory Insights at The Risk Insider is your comprehensive guide to mastering Interest Rate Risk in the Banking Book. Designed for aspiring quants, analysts, and risk professionals, this course bridges theory, modelling, and regulation to give you an edge in today’s evolving banking landscape.

You’ll be learning IRRBB from Professor FIA, FRM Sunny Savla – who
brings first-hand experience of implementing IRRBB frameworks across leading private and public sector banks in India in 2023 as per the initial RBI requirements for the banks. 

You’ll explore core IRRBB concepts including Earnings-at-Risk (EaR), Economic Value of Equity (EVE), behavioural modelling of deposits, loans, CASA for multiple interest rate shock scenarios, and be able to do the capital impact assessment. The course also dives deep into RBI, Basel, and EBA guidelines, giving you clarity on regulatory expectations and industry best practices. IRRBB reporting framework along with common industry problems faced would help you get the best of the real-life application based insights.

This program will ensure that you gain both the technical depth and
applied skills. Real-world case studies from Indian and global banks
make learning practical and career-focused.

Whether you’re looking to transition into an ALM / Liquidity / IRRBB role or expand your expertise in banking risk management, this course equips you with the quantitative and regulatory toolkit to excel.

Fees ₹12K (Annual Plan) and 15k (Lifetime Plan)