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Stress Testing and IRRBB

Stress Testing and IRRBB
Thought Leadership Webinar:  The current low interest rate environment has increased the relevance of the IRRBB in the stress testing exercise for regulatory and planning purposes.


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Webinar Experts CRL Credits


Presented By:

Maurizio Garro, MBA, FRM


January 30, 2019


10:00 a.m. - 11:00 a.m. US ET

Session Length:

60 minutes

About This Webinar

The current low interest rate environment has increased the relevance of the IRRBB in the stress testing exercise for regulatory and planning purposes. IRRBB under stressed conditions has become an essential tool for banks to assess their resilience under the regulatory scenarios and to support the planning strategy. In addition, the current low interest rate has challenged Banks' capability to keep satisfactory margin. As a consequence, the stress testing of IRRBB has become a strategic tool for many financial institutions.

Key takeaways include:

  • Lessons learned from last ECB and FED stress test
  • Selection process of shocks and stress scenarios
  • Key challenges of running stress testing exercise

About Our Expert


Maurizio Garro works as a Senior Audit Manager for Group Internal Audit at Lloyds Banking Group, where he is involved in providing assurance as SME on market and credit models. His background is in Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing. 

He has long-standing experience as consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and U.K. for over 14 years.  

Maurizio Garro received his Master's Degree in Economics from the Bocconi University of Milano and holds a certificate in Financial Risk Management.

Continuing Risk Learning Credits: 1

PRMIA Continuing Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email webinars@prmia.org.

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 Sustaining, Corporate, and RIM Members $ FREE
 Contributing Member $ 35
 Non Member $ 75

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1/30/2019 10:00 AM - 11:00 AM
Thought Leadership Webinar
Online registration not available.

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