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IRRBB Analytics & Modelling Masterclass

Equip with hands - on skills on EVE | NII | Stress Testing under BNM Expectations

Dates: 9th to 10th July 2026 (In-Person Class)
Venue: SAS Malaysia Office

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About the In-Person Class by Nicholas Wood

Strengthen your institution’s readiness for regulatory scrutiny with a practical, hands-on deep dive into Interest Rate Risk in the Banking Book (IRRBB).

Bank Negara Malaysia has significantly elevated supervisory expectations around measurement accuracy, behavioural modelling, capital integration, governance oversight, and stress testing. Institutions must now demonstrate defensible ΔEVE and ΔNII frameworks — supported by robust data, calibrated assumptions, and transparent governance.

Register by 31 May 2026 to enjoy a 20% early bird discount

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This course is HRDC Claimable! Don't miss this great opportunity!

Who is this for - 

If you work on any on the below fields this hands-on in-person class is best for you. 

  • Treasury
  • ALM
  • Market Risk
  • Finance
  • Model Validation
  • Internal Audit
  • Senior Management

 

Learn How To

  • Clear interpretation of regulatory expectations
  • Practical implementation of IRRBB measurement models
  • Behavioural modelling for deposits & loan optionality
  • Enterprise-grade framework design aligned with supervisory standards

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Nicholas Wood

Founder and Managing Director at FinTorque

Nicholas (Nick) Wood has 45 years of banking experience (34 years in Asia) as a treasury and ALM specialist and served as a Financial Sector Consultant at the IMF, analyzing financial stability in emerging markets.

Nick has held senior roles in global banking (Global Business Head, Group Treasury; Head of ALM Planning; Head of Balance Sheet Analytics) and is widely recognized for his expertise in treasury and balance sheet management. He regularly trains bank teams on ALM and balance sheet optimisation, and he brings real-world case studies and a practical, engaging teaching style to every session.Under his guidance, participants will learn proven methods to optimize the balance sheet, improve net interest margins and navigate regulatory change with confidence.

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