Course Overview

Interest Rate Risk in the Banking Book (IRRBB Fundamentals)

Dmitrijs Ozernovs, FRM
Instructor:
Dmitrijs Ozernovs, FRM
Categories:
Language:
English

About this course

Learn IRRBB management principles for identifying, measuring, monitoring, and managing risks arising from interest rate movements. This IRRBB training program is designed with a hands-on approach, integrating essential theoretical concepts of interest rate risk management with practical exercises.
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  • The objectives of this seminar are to:

Understand the nature and impact of IRRBB, including its implications for both profitability and capital.

Explore the regulatory perspective on IRRBB, focusing on EU supervisory expectations and alignment with international standards (e.g., Basel).

Examine the internal risk management approach to IRRBB, including governance, policies, measurement techniques, and strategic integration.

Gain in-depth knowledge of the EU IRRBB framework, its purpose, scope, and key regulatory requirements.

Develop a strong understanding of core risk metrics such as Economic Value of Equity (EVE) and Net Interest Income (NII), including how they are calculated and interpreted.

Identify and interpret the main components of IRRBB reports, including stress test results, scenario analysis, and behavioral assumptions.

Apply concepts through practical examples and exercises to enhance analytical skills and improve real-world decision-making related to IRRBB.

  • Skills delivered

  • Identify and assess interest rate risk exposures in the banking book;
  • Interpret and apply EU regulatory requirements related to IRRBB;
  • Use key risk metrics like EVE and NII to measure and monitor IRRBB;
  • Prepare clear, effective reports to support internal and regulatory decision-making.

Course Curriculum

1. Interest Rate Risk in the Banking Book (Fundamentals)
This IRRBB training program is designed with a hands-on approach, integrating essential theoretical concepts of interest rate risk management with practical exercises.

  • Interest Rate Risk in the Banking Book (Fundamentals) – Overview of the Course
    05:00

2. IRRBB from the regulatory perspective
General information on regulations Measurement metrics Modelling and Risk management

3. IRRBB from the regulatory and internal risk management perspective
In this section regulations governing IRRBB risk management are discussed. IRRBB risk measurement metrics are presented.

4. IRRBB measurement components and approaches with practical examples
In this section overview of IRRBB measurement approaches and components are discussed.

5. IRRBB supervisory measurement methodologies
In this section the overview of IRRBB supervisory measurement methodologies: Simplified Standardised Approach, Standardised Approach and Internal Measurement System are discussed.

6. IRRBB measurement metrics – Economic Value of Equity (EVE)
In this sections the details of EVE calculation are presented.

7. IRRBB measurement metrics – Net Interest Income (NII)
In this section the details of NII calculation are presented.

8. Overview of IRRBB Reporting Templates
In this section the overview of IRRBB Reporting templates is presented.

9. Conclusion and frequently asked questions
In this sections the conclusion of the course are presented and answered to FQAs.

Check Your Understanding
Complete this multiple-choice quiz to test your knowledge—achieving a passing score will qualify you to receive your course completion certificate.

Target Audience

  • Treasury and ALM Professionals
  • Risk Management and Compliance Teams
  • Internal Audit and Regulatory Reporting Staff
  • Finance and Strategy Analysts
  • Senior Management and Decision Makers

Material Includes

  • Videos and Seminar Notes
  • Access comprehensive seminar videos and notes that cover topics delivered during the sessions, helping you review and deepen your understanding at your own pace.

Videos and Seminar Notes

Access comprehensive seminar videos and notes that cover topics delivered during the sessions, helping you review and deepen your understanding at your own pace.

Quiz

Test your knowledge with interactive quizzes designed to reinforce learning and ensure you're on track with the course material.

Certificate of Completion

Receive a certificate of completion to showcase your achievement and enhance your professional credentials upon finishing the course.

165,00 €
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Course features

  • Lessons
  • Quiz
  • Duration
  • CPDs
  • Language
  • Skill level
  • Lesson format
  • 9
  • 1
  • 3 hours
  • 3
  • English
  • intermediate
  • Pre-recorded

Certification

Receive a proof of learning with verified course certificate

FAQs

Do I receive a certificate after completing the course?

Yes! Upon successful completion of the course and any required assessments, you will receive a certificate of completion. This certificate can be downloaded and shared on your professional profiles or with potential employers.

Courses are delivered entirely online through a mix of video lectures, interactive activities, downloadable resources, and optional live sessions, making learning engaging and flexible.
Most of our courses have no fixed deadlines, allowing you to complete them at your own pace. However, some live or cohort-based programs may have set schedules, which will be clearly mentioned
Yes! Once you enroll, you’ll have access to the course materials up to 5 years, including video lectures, resources, and downloadable content, so you can revisit them anytime.

All course materials, including video lectures, PDFs, and assignments, will be available on our online learning platform. You can log in anytime from your computer, tablet, or smartphone.

Our courses are accessible on all modern devices, including laptops, tablets, and smartphones. All you need is an internet connection, and you can learn anytime, anywhere.