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Audio
How Banks Are Rewriting IRRBB Modelling for a Higher for Longer World
A rare joint view from the ECB, BNY, and NatWest on how banks are adapting IRRBB modelling, behavioural assumptions, and hedging frameworks for a higher for longer world. The panel explores regulatory divergence, modelling weaknesses, and why faster shock cycles demand more dynamic, scenario driven approaches.
May 13, 2026
Suresh Sankaran, Prudential Regulation Lead, NatWest
Germar Knochlein, Head of Division, ECB
Hadrien van der Vaeren, SVP, Market and Liquidity Risk, BNY Mellon
Tags:
Regulation and Compliance
Resilience
ALM, Treasury and Liquidity Risk
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