Webinar “Impact of Capital Rules on Risk Rating Systems”

05 / 2014

Date: Tuesday, June 24, 2014

Time: 11:00 am EDT | 4:00 pm BST | 5:00 pm CEST | 11:00 pm HKT

Duration: 60 minutes

The rapidly evolving bank regulatory environment – particularly Basel II and Basel III capital requirements and stress testing – and ongoing pressure to strengthen internal controls are placing new and costly burdens on credit risk modeling. Banks that gained experience with the Internal Ratings-Based (IRB) approach for calculating capital requirements must build flexibility into their risk rating systems to respond quickly to changes in market conditions and regulations.

This webinar will provide an overview of the IRB approach and current market trends and look ahead to new regulations and what they will demand of risk rating platforms. The presentation will include a case study of a top-tier U.S. bank’s implementation of a dual risk rating system as well as emerging best practices in the context of regulatory expectations around model deployment.

Key takeaways include:

• The increased focus on banking risk rating platforms
• Perspectives on operational streamlining
• Internal credit risk rating with a rule-based approach
• Case study within a selected area using a top tier US Bank
• Empowering the business by using a Business Rules Management System

Speakers

Balachander (Bala) Lakshmanan, Director Enterprise Risk Services Group, Deloitte LLP

Christopher Hansert, Product Manager Credit & Risk Management, Bosch Financial Software GmbH

Eric Kavanagh, The Bloor Group (Moderator)

The webinar is hosted by GARP

The Global Association of Risk Professionals (GARP) is the only globally recognized leader in financial risk testing and certification programs, and educational and training activities.