Venue: DoubleTree by Hilton Kuala Lumpur
Classroom Training
Expert Course Director: Nick Wood Founder and CEO, FinTorque Pte Ltd and Augury Insights Pte Ltd.
Fee per participant: RM6,500/US$1,750
Please note that the Ringgit price is applicable to Malaysia-domiciled participants only. Discounts are available for group bookings. Please contact us for more details.
Why this course?
Interest Rate Risk in the Banking Book (IRRBB) is once again a critical driver of bank resilience, profitability, and regulatory scrutiny amid volatile rate environments and shifting customer behaviour. This intensive two-day public training programme in Kuala Lumpur equips senior banking professionals with a practical, end-to-end understanding of IRRBB, covering measurement (EVE, NII, sensitivities), behavioural modelling, governance, stress testing, hedging strategies, and ALCO decision-making. Blending Malaysian regulatory expectations with global lessons from recent bank failures and digital banking case studies, the course goes beyond theory to focus on real balance sheet challenges. Through interactive simulations and ALCO role-plays, participants learn how to interpret IRRBB outputs, challenge assumptions, and translate risk insights into sound strategic actions that strengthen earnings stability, capital resilience, and balance sheet performance across interest rate cycles.
Learning Objectives and Key Takeaways
By the end of this course, participants will be able to:
Understand the drivers and measurement of IRRBB, including key metrics and behavioural assumptions.
Assess IRRBB exposures using EVE, NII and sensitivity tools, with awareness of limitations.
Build and evaluate behavioural models for deposits, term funding and prepayment-sensitive assets.
Design and interpret IRRBB stress tests, integrating results into ICAAP and capital strategies.
Evaluate hedging strategies and understand their ALCO-level implications.
Diagnose IRRBB vulnerabilities through real case studies and Pillar 3 disclosures.
Use simulation-based decision making to optimise balance sheet risk-return trade-offs.