Maik Picker was Senior Manager and head of the practice group Treasury & ALM. In this role, he was managing projects in the thematic fields of asset-liability-management, intrest-rate risk and funds trancsfer pricing for zeb.
Interest rate risk in the banking book (IRRBB)
Interest rate risk in the banking book (IRRBB) refers to a credit institution’s risk arising from changes in interest rates (money and capital markets).