ALM & Risk Consulting

Managing IRRBB with Precision

Understanding and managing Interest Rate Risk in the Banking Book (IRRBB) is crucial for financial institutions. Our approach includes:

• Risk Measurement: Utilizing advanced methods to quantify IRRBB in terms of present value and earnings.
• Risk Management: Implementing strategies to mitigate and manage interest rate risks effectively.
• Regulatory Compliance: Ensuring compliance with the latest IRRBB guidelines and reporting requirements.

With ALM@Risk, gain the expertise needed to manage your IRRBB challenges confidently.