Conference · New York
Implementing and Managing the Advanced IRB Approach
Education, Training · Management
Key numbers
- Editions on record
- 1first in 2015
About Implementing and Managing the Advanced IRB Approach
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.
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.
The learning objectives of this course include:
– 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.
Event Time: 8am - 10pm.
URLs:
Booking: http://atnd.it/17046-0
Prices:
Early Bird (register by 10 December): $2199,
Standard Price: $2499.
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2015 | 3–4 Apr 2015 | Downtown Conference Center New York | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is Implementing and Managing the Advanced IRB Approach?
The next dates haven't been confirmed. The last edition we have on record was 3–4 Apr 2015.
Where is it held?
The last edition we have was at Downtown Conference Center, New York.