The whole of the first day will look at the intricacy of Interest Rate Risk in the Banking Book (IRRBB), focusing on the alternative metrics involved and comparing the different approaches one can take. There will also be consideration for the challenges and problem areas within IRRBB and emphasis on what best practice looks like. The first day will end with a look at the regulatory requirements. The second day will start with a session on current and future topics within IRRBB Governance followed by a session on developing shock and stress scenarios. After lunch, the final two sessions will be on modelling Interest Rate Risk and deposit modeling. Venue details: Chestnut Residence and Conference Centre, University of Toronto, 89 Chestnut Street, Toronto, M5G IRI, Canada