Oct 16, 2018
FRI will host a seminar on “Managing & Measuring Interest Rate Risk in the Banking Book and Basel Committee 2018 Rules” on November 29 & 30, 2018.
 
Finance & Risk Institute has the pleasure to invite you to the workshop on “Managing & Measuring Interest Rate Risk in the Banking Book and Basel Committee 2018 Rules” which will be held on November 29 & 30, 2018 at the Radisson Blu Martinez Hotel (Ain El Mreisseh) from 14:30 to 19:30.

This workshop will feature a renowned speaker and banking expert :
  
  Mr. Mazen Hamdoun
Head of Market Risk – Bank Audi Group
 
This 2-day interactive workshop explores an essential part of Asset-Liability Management (ALM) with focus on the measurement of Interest Rate Risk in the Banking Book (IRRBB) as per the Basel Committee on Banking Supervision’s (BCBS) latest finalized rules (2018), which require mandatory disclosure of a specified standardized IRRBB measure.
 
In addition, the workshop provides a variety of methods that could be employed to measure and manage IRRBB. Relevant current Lebanese banking rules and regulations will also be presented, with an eye on how this new measure can be implemented locally along with its implications for ICAAP.
 
The workshop offers an in-depth explanation of the topic and is supported by practical business cases.
 
WORKSHOP OUTLINE: 
 
Please download the workshop outline from this link for more details on the topics covered.

ABOUT THE SPEAKER:
 
  Mr. Mazen Hamdoun
Head of Market Risk – Bank Audi 
 
Mazen brings forth hands-on experience in the areas of Asset-Liability Risk Management (covering Liquidity Risk and Interest Rate Risk in the Banking Book) and Market Risk Management. He holds Group-wide oversight responsibilities for these areas at Bank Audi, originally starting from the Group’s Lebanon base over 10 years ago.
Mazen supervised and actively engaged in projects ranging across statistical deposit behavioral repricing and maturity analysis, Funds Transfer Pricing (FTP), Risk-Adjusted Return on Capital (RAROC – Regulatory and Economic), Economic Capital and recommending hedging and risk mitigation strategies.
His educational background is a B.Sc. in Computer Sciences, promoting the use of computing technology to leverage Risk Management objectives. He also holds the CFA designation.