Interest Rate Risk in the Banking Book: Supervision, Behavioral Models and Lessons Learned
September 1-3, 2026
Lima, Perú
INSTRUCTORS: Banco de España (BdE) – Superintendencia de Banca, Seguros y AFP (SBS) – Banco Central de Brasil (BCB) – Office of the Superintendent of Financial Institutions (OSFI)
The course aims to provide participants with a comprehensive and practical understanding of Interest Rate Risk in the Banking Book (IRRBB), a material risk inherent to banking activities to which all financial institutions are exposed.
Through contributions from international experts and discussions on supervisory approaches, behavioral models, and lessons learned, the program will strengthen participants’ technical expertise while promoting the exchange of supervisory experiences and best practices across jurisdictions. In addition, the in-person sessions will foster stronger collaboration and networking among regional banking supervisors with expertise in IRRBB.