Interest Rate Risk in the Banking Book, Explained

STATUS: In production. Request to join and you will be notified the day it opens. IRRBB sits quietly in the balance sheet until rates move and the margin disappears. This course covers repricing gaps, net interest income sensitivity, and economic value of equity in plain terms. WHAT YOU WILL BE ABLE TO DO • Read a repricing gap report • Estimate the effect of a rate shock on net interest income • Explain the difference between earnings and economic value measures WHAT YOU WALK AWAY WITH A gap report template. FORMAT: Micro course, up to two hours, self-paced DISCIPLINE: Treasury and Financial Markets BUILT FROM: Jaffar's First Course in Finance; Risk Management for Banks