The seminar IRB in Practice 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.
The seminar participants will learn how to calculate the capital requirement for credit risk by the IRB approach and how to implement the IRB approach so that not only the quantitative but also the qualitative requirements imposed on it are met. The main topics discussed include the definition of default, including the determination of materiality, rating and scoring of clients, as well as the determination of risk parameters.
The seminar will present the regulatory requirements for the IRB area - especially EBA GL and ECB TRIM GL, which specify the requirements in the area of risk parameters PD, LGD and CCF. Thanks to the fact that the seminar is based on practical experience gained in the implementation of the IRB approach in banks in the CEE region, practical advice on the implementation of individual requirements will also be discussed.
The seminar is intended primarily for risk managers and project managers responsible for the implementation of the IRB approach, internal audit and compliance.
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