Implementing and Managing the Advanced IRB Approach

What topics are covered by the course?

In this two day training course hosted by Risk, experts in credit risk modelling and validation will teach modelling approaches as well as tools and techniques for validation, stress testing and more.

Who should attend?

Potential student should attend.

What will I be able to do on completion?

After completion of this course students will able to:
Gain an understand of the 2014 - 2015 regulatory landscape in relation to the AIRB.
Learn how to effectively model the probability of default (PD).
Understand the modelling challenges behind exposure at default (EAD).
Comprehend how to quantify and model loss given default (LGD).
Understand the interaction between PD, EAD and LGB.

How will I be assessed?

Not applicable

Whilst the internal ratings based approach has faced its critics, based on Byres comments it is here to stay. In this two day training course hosted by Risk, experts in credit risk modelling and validation will teach modelling approaches for PD, EAD and LGD, as well as tools and techniques for validation, data management, coping with regulatory change and stress testing. The course will also help delegates to understand the important correlations among PD, LGD and EAD, and how this has an impact on capital calculation, pricing and credit portfolio management.

Venue Details: Downtown Conference Centre, 157 William Street, New York City, NY 10038, United States.

Guide Price: Early Bird (register by 10 December): $2199, Standard: $2499.

Delivery: Other
Category: Career Development »
Duration: On 3rd - 4th March, 2015 at 8:00 am - 10:00 pm.

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