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Implementing and Managing the Advanced IRB Approach 2015
03-04 Mar 2015
Downtown Conference Center, New York City, NY, United States
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Implementing and Managing the Advanced IRB Approach 2015
Description
Topics
Regulatory changes to the AIRB agenda
Modelling approaches for PD, EAD and LGD
Credit risk data management for modelling and validation
Stress testing and validation of the framework
Tuition delivered by senior level bank credit risk capital experts
Who should Attend
Attendees involved or interested in:
IRB Modelling
Risk modelling
Quantitative credit risk analytics
Credit risk
Credit risk analysis
Credit risk modelling
Basel II modelling
Portfolio analytics
Risk analytics
Basel II methodology
Corporate Treasury
Treasury Supervision
Past Events
Implementing and Managing the Advanced IRB Approach 2015 - 03-04 Mar 2015, Downtown Conference Center, New York City, New York, United States
(48419)
Important
Please, check "Implementing and Managing the Advanced IRB Approach" official website for possible changes, before making any traveling arrangements
Event Categories
Business:
Finance, Risk Management
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