The attendants will be informed about the ICAAP framework for especially credit risk as well as for other risks, methods of economic capital calculation, its aggregation and allocation, usage of Economic capital for managing a bank and stress testing. The seminar assumes the basic knowledge of the Basel II topic. The seminar is designed mainly for specialists from banks and other credit institutions, responsible for the implementation of Basel II with respect to the calculation of economic capital and ICAAP framework.
The seminar is focused on Basel II with the emphasis being placed
on ICAAP and Pillar 2 of the regulation. The seminar will inform you
about
the calculation of bank's economic capital and qualitative requirements
of
the calculation. The practical experience with implementation of risk
and
economic capital management and risk adjusted performance measurement is
lectured by a chief of Economic Capital Department in Česká spořitelna,
a.s.
The attendants will learn how to manage credit risk and calculate economic capital using rating and all types of credit scoring. Attendants will get acquainted with rating used in standardized approach as well as principles of scoring used in internal rating based approach. The practical implementation of rating rules will be lectured by the General Manager of Moody's Central Europe, a.s.
Operational risk belongs among risks that are the most difficult to define and capture. The seminar is designed especially for financial managers of financial and non-financial institutions, risk managers, internal auditors for all those who are interested in methods how to address the internal operational "disorder" of companies. In the course of the seminar participants will obtain an outline of methods how to measure operational risk (including the model for the calculation of capital requirement through the AMA approach) and how to avoid, manage and mitigate such risk. In addition, the seminar will address in detail practical aspects of identification and management of operational risks (e.g. the issue of internal data collection, use of external databases, self-assessment of operational risk, settings of BCM system, IT risk and cooperation with IT department, fraud management, problems and advantages of outsourcing, etc.).The seminar was designed in compliance with Basle II which currently represents the standard in risk management.
The seminar Rating and scoring is designed for all those whose work consists of assessing the quality of customers. It offers to the participants a more detailed overview of the differences between application and behavioral scoring and of used credit scoring methods. The methods are illustrated on practical examples. In addition, the seminar shall provide participants with an overview of scoring allocation and shall determine the difference between rating and scoring including the discussion about the advantages and disadvantages of those methods.
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