Interest Rate Risk in the Banking Book (IRRBB)
Quantifying and managing IRRBB through behavioural models, shock and gap analysis; regulatory compliance frameworks.
Behavioural modeling, including Non-Maturity Deposits (NMDs)
Earnings-at-risk (EAR) and Economic value (EVE)
Gap and duration analysis
Rate shock analysis
Internal reporting and regulatory compliance (OSFI B-12, etc.)
