ICAAP, pillar 2, economic capital and stress scenarios (in Czech)
Advanced Risk Management, s.r.o.
The attendants will be informed about the ICAAP framework for esp. 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.
There will be presented the practical experience with implementation of risk and economic capital management and risk adjusted performance measurement.
Mgr. Ing. Vaclav Novotny, Advanced Risk Management, s.r.o.
Mrs. Martina Orsakova, Ceska sporitelna, a.s. (Erste Bank Group)
Tel.: 257 290 252