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.

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.