BTRM Advanced Treasury Masterclass Series
Interest Rate Risk in the Banking Book (IRRBB)
Start Date: Tuesday 17th March
Limited Availability: Enrol today
Delivery Mode: Live Online (flexible learning over 4 weeks, 1 lecture per week)
Global Start Time: Accessible for many participants worldwide.
Structured Assessment: Multiple-Choice Test & Certificate
Total Lecture Hours: 18 hours
Instructor: Ioannis Gonios: BTRM Faculty
Empowering Global Talent: Emerging Markets Subsidy
BTRM Alumni and Current Students: 40% Discount (off the standard fee)
Course Outline
This intensive program provides a deep dive into Interest Rate Risk in the Banking Book (IRRBB) frameworks, methodologies, and practical applications, with a focus on Asset Liability Management (ALM), and regulatory integration. Participants will learn to both measure and manage IRRBB, model behavioural assumptions while ensuring regulatory compliance. The course includes case studies and practical exercises.
Learning Goals
By the end of the program, participants will:
- Understand how IRRBB is measured and effectively managed
- Be able to navigate the regulatory landscape around IRRBB
- Be able to model behavioural assumptions
- Be able to understand the interplay between the two IRRBB metrics i.e. dNII and dEVE
Weekly Schedule
- Week 1: Introduction to bank B/S risk: capital, liquidity and market risk [4 hours]
- Week 2: Regulatory landscape [2 hours], measuring IRRBB [3 hours]
- Week 3: Importance of IRRBB; case studies [2 hours]; managing IRRBB [3 hours]
- Week 4: Steering between dEVE and dNII [2 hours]; CSRBB [2 hours]
Weekly Forum:
Q&A weekly lecture forum. Students can submit question on the forum that will be answered live in weeks 2, 3, and 4.
Multiple-Choice Test & Certificate:
The BTRM Advanced Treasury Masterclass Series ends with a Multiple-Choice Test. This test is available until Tuesday 14th April.
Learning Resource:
Students get to keep the training for 12 months post course.
Pricing Structure:
- Standard Fee – £2195.00 + UK VAT
- BTRM 40% Alumni & Students – £1317.00 + UK VAT – Please submit an enquiry
- Discounts Available: Super Early Bird 20% & Early Bird 10%
- Emerging Markets Discount – Please submit an enquiry
- Group Discount – If 2 or more people from your institution wish to join the masterclass please contact us.
- VAT exemption – If you are a non UK or EU resident, you are exempt from VAT.
4-Week Flexible Global Learning
The BTRM Advanced Treasury Masterclasses run over four weeks in a live online format offering a highly effective learning experience by balancing depth, flexibility, and Faculty engagement. With a start time of 1pm UK time / 2pm CET / 6:30pm IST / 9:00am EST, enabling students to join live from many locations around the world. This structure allows participants to absorb complex Interest Rate Risk in the Banking Book (IRRBB) concepts at a manageable pace, reinforcing understanding via lectures, case studies and testing.
The live format encourages real-time interaction with the Faculty instructors and peers, fostering deeper discussions and immediate problem solving. Spacing the sessions weekly also accommodates the busy schedules of banking professionals, ensuring minimal disruption to daily responsibilities while maximising learning retention and practical application. The course ends with a structured assessment multiple-choice test & certificate. Students get to keep the course in their own personal BTRM educational portal for 12 months.
