Resources for Basel II Capital Accord (Basel II)
Development of a Basel II Compliant Internal Ratings Based System (IRB)
BetterManagement.com Program content
A core competency of any financial institution is the management of its credit exposures. The natural goal of the credit risk function resides in the consistent treatment and assessment of credit in its portfolios. This scenario is reflected in the global implications being imposed on financial institutions by the pending requirements of the Basel II Accord. Implicit in the Accord is the evolution toward an internal ratings based system.
The current session will focus on the following points:
Benefits & challenges in developing an IRB
Anatomy of Credit Risk – measurement & management
Required framework for an IRB – data, risk grading, benchmark models, IT systems, corporate governance
Characteristics of the Basel II Accord for credit risk – transparency, objectivity, consistency
Integrating and maintaining a compliant and robust IRB in the business
Participant level of understanding
This program is intended for participants with a basic or intermediate level of understanding on the topic.
Who Should Attend?
Executives, Directors, Managers and Analysts who want a better understanding of how the use of business intelligence, data warehousing and analytic applications can contribute to a company's success.
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