Nabídka  

Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG in Financial Institutions: Practical Experience and New Regulatory Challenges ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fundamental Review of Trading Book Green & Sustainable Finance Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Managing risks associated with AI models Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Rise and fall of Lehman Brothers
Risk based pricing

Risk Based Pricing

The seminar Risk Based Pricing is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Cíle semináře

Správné ocenění produktu tak, aby cena reflektovala míru rizika klienta, přináší výraznou konkurenční výhodu. První část tohoto semináře představuje metody zohlednění rizika v ceně produktu, druhá část semináře je věnována metodám a principům stanovení opravných položek. Tématika zohledňuje regulatorní požadavky a účetní standardy.

Pro koho je určen

Seminář je připraven zejména pro pracovníky prodeje a oddělení kreditního rizika.


 

Obsah semináře

  1. Finanční rizika, cena zdrojů a kapitál jako náklady úvěrových produktů
  2. Kreditní riziko úvěrových produktů
  3. Modely pro Risk-Based Pricing
  4. Risk-Based Pricing pro jednotlivé produkty
  5. Risk-Based Pricing na úrovni portfolia
  6. Risk-Based Pricing v EU a v USA

Aktuálně není vypsán termín otevřeného semináře, ale v případě zájmu můžeme pro Vás seminář uspořádat formou in-house semináře. Neváhejte nás proto kontaktovat.

Lektoři

Mgr. Ing. Václav Novotný


 
[Back]