Manage interest rate risk effectively and avoid supervisory findings

Regulatory requirements for the management of Interest Rate Risk in the Banking Book (IRRBB) continue to evolve. At the same time, recent supervisory inspections show that many institutions, despite extensive implementation efforts, are still facing similar challenges and findings. With the EBA Guidelines on IRRBB and the requirements of MaRisk, IRRBB has become a key component of effective bank-wide risk management and remains firmly in the focus of banking supervisors.

Against this backdrop, consistent governance, robust models, and transparent risk management are becoming increasingly important. At the same time, many institutions are asking how regulatory requirements can be implemented efficiently and sustainably integrated into existing processes.

In particular, the following questions are currently attracting significant attention:

• Which topics are currently receiving the greatest supervisory focus?
• Which findings are repeatedly identified during supervisory inspections?
• What are the expectations regarding strategy, governance, and responsibilities?
• What challenges arise in modelling, scenario analyses, and data quality management?
• How can institutions avoid common findings and future-proof their IRRBB framework?

Our experts will address these questions in our webinar “Manage interest rate risk effectively and avoid supervisory findings”.

Drawing on current insights from supervisory review practices, we will provide an overview of the regulatory requirements, highlight common weaknesses, and offer practical recommendations for sustainable implementation.

The webinar will focus on, among other topics:

• Current developments in the regulatory landscape and supervisory expectations regarding the IRRBB framework
• Recurring supervisory findings identified during inspections and their practical implications
• Requirements relating to strategy, governance, and organizational responsibilities
• Challenges in modelling, scenario analyses, data management, and reporting
• The interaction between NII and EVE perspectives within bank-wide risk management
• Proven approaches and best practices for the sustainable implementation of regulatory requirements

Prior to the webinar, we will provide you free of charge with our information paper “BDO Risk Excellence Compass IRRBB: Manage interest rate risk effectively and avoid supervisory findings”.

We recommend downloading and reviewing the paper before attending the seminar. 

In addition, we would like to make the event as practical and interactive as possible.

We therefore encourage you to send us your questions relating to IRRBB in advance until 21 August, 2026. Frequently raised and particularly relevant practical questions will be addressed and discussed with participants during the webinar.

Register now!

Target Audience
Specialists and executives from banks and savings banks, particularly those working in Treasury, Asset-Liability Management, Risk Management, Regulatory Affairs, Regulatory Reporting, Controlling, and Internal Audit.

We look forward to welcoming you!