© 2018 by IBSM Solutions, Inc.

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Insights

Our views on industry related topics affecting bank’s profitability and risk management.

October 15, 2019

IRRBB (Canada) - from B12 to B12, a long road ahead

On October 5th, 2018 OSFI published its draft guidelines on Interest Rate Risk in the Banking Book (IRRBB) updating its previous guidelines on the management of IRRBB ( B-12, 2005). With a target implementation date of January, 2020 (i.e., FY2020), in-scope financial institution (banks, bank holding companies, federally regulated trusts and loan companies and cooperative retail associations, here F.I.s) will be challenged to comply with the new requirements.

June 06, 2018

Webinar (in Spanish): Soluciones integrales para la administración de riesgos de balance (6 de junio del 2018)

Este seminario web presenta cómo es posible integrar el manejo de posiciones de tesorería y la administración del libro bancario en un solo sistema, permitiendo una gestión total de los riesgos de balance.

June 04, 2018

Considerations for the local implementation of IRRBB (BCBS-d368)

In drafting and negotiating IRRBB guidelines, what are some of the relevant points, options and implications that both regulators and banks should consider?

November 01, 2017

European Banking Authority - IRRBB - 2017 CP

With IRRBB implementation on the local regulatory agenda across many jurisdictions (targeting implementation by year end 2018), it is worth taking a closer look at EBA document as guidance on what the future of IRRBB might look like and some of the more urgent topics for implementation.

April 21, 2016

BCBS - IRRBB - 2016 final

On April 21, 2016 the BCBS published the revised standards for IRRBB, which set out supervisory expectations for banks' identification, measurement, monitoring and control of IRRBB as well as its supervision. What does it mean for F.I.s.

December 18, 2017

Value Creation, Strategic Planning and Balance Sheet Optimization - a missing link.

How to rebalance the portfolio while sustaining Revenues, EPS growth? How to prioritize and allocate resources to those initiatives? Implementing a framework to inform those decisions requires developing an all-in economic profit metric (i.e. adjusted NIAT) and tracking the current as well as the projected use of and return on those resources across the different business dimensions.

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