Practical experience in interest risk management in the banking book through “Paper Trades” is important. Experience helps to feel safe in a changing interest environment. Widespread experience in a bank gives a common understanding on interest risk and supports rapid action in the case of need.
“i28 – the Interest Risk Simulation” invites you to take action in order to improve the interest risk performance of your bank. You will act within limits imposed by the regulator and the bank.
i28 allows you to see immediate results on your actions. You try to find the best possible measures for improvement. A benchmark tells you whether you are close to take Advantage of the opportunities: the Hall of Fame shows the best results.
Additionally, theory behind Interest Risk Management can be obtained by booking ALM Professional – Module Interest Rate.