Events Calendar

3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors
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This marcus evans event will enable banks to discuss the latest updates from the Basel committee and how banks are developing or amending their credit risk models in order to comply with the requirements, as well as looking in detail at both the benefits and the issues with the use of standardised models, and the lessons that can be learned from the ECB’s TRIM exercise. The event will also look at how a bank’s credit risk modelling can be streamlined by looking at IRB models, IFRS9 credit risk modelling and the ICAAP in an integrated approach, in addition to discussing remaining key issues before the deadline for the IFRS9 implementation in January. By discussing the issues in the credit risk modelling area today, individual firms, as well as the industry as a whole, will be able to proceed in the knowledge that everyone is moving forward together.
Location London, UK

Additional Information about this event:

From Monday 27 November 2017 -  08:00am
To Tuesday 28 November 2017 - 05:00pm
   
Official Event Website: more info
Number of expected attendees: Not defined
This event has an exhibit: Not defined
YouTube Video for this event:
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