IRRBB Advanced Training Course

superduper

New Member
Hi everyone

I'm working as a IRRBB Analyst for a commercial bank in Vietnam and our bank would like to understand more about IRRBB management, specifically about setting up IRRBB risk appetite and limits, constructing behavior model, add-on model .etc....

Does anyone know any IRRBB Training Course or anyone that can provide such training and can share their experience with the above topics ?

Thank you in advance
 
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