Smart About Risk  


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 Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book 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 Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
Internal Rating Based

Internal Rating Based (IRB) approach

The seminar Internal Rating Based (IRB) approach 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.

Objectives of the seminar

Attendees of the seminar will learn how to calculate the capital requirement for credit risk through the Internal Rating Based (IRB) approach and how to implement the IRB approach in order to meet the imposed quantitative and but also qualitative requirements. The seminar is based on current the valid wording of the banking regulations and mainly on practical experience gained from obtained in implementing the IRB approach in banks in the CEE.

For whom it is intended

The seminar is designed for risk and project managers responsible for the implementation of the IRB approach. 


Seminar Content

  1. Pillar 1: Minimum Capital Requirements
    1. Calculation of capital requirements and capital adequacy
    2. Credit Risk: Standardized Approach (only brief overview)
    3. Credit Risk: Internal Rating-Based Approach (IRB)
    4. Internal rating system - essential part of IRB approach
    5. IRB implementation
    6. Support from parent bank
    7. Corporate governance
    8. Reporting
  2. Pillar 2: Supervisory Review Process and Internal Capital Adequacy Assessment Proces (ICAAP)
    1. Importance of supervisory review
    2. Principles for supervisory review
    3. Specific supervisory issues
    4. Definition of economic capital
    5. Why analyze economic capital?
    6. Relationship between economic and regulatory capital
    7. Relationship of economic capital and Pillar 2
    8. Economic capital and ICAAP process
    9. Approaches to risk classification and development of model of economic capital
  3. Pillar 3: Market Discipline
    1. General rules
    2. Disclosure requirements
  4. Planned and Expected Changes to Regulations
    1. Basel Committee approach
    2. EU regulation (CRD I. - CRD IV.)  
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.