ICAAP, PILLAR 2, ECONOMIC CAPITAL AND STRESS SCENARIOS (in Czech), May 15 - 17, 2012
2012-05-15 00:00:00
Company:
Advanced Risk Management, s.r.o.
Address:
Seminar.
- The first part of the seminar will be led by Mr. Vaclav Novotny, Managing Director of the company 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.
- The second part of the seminar will be led by Mrs. Martina Orsakova, a chief of Economic Capital Department in Ceska sporitelna, a.s. (Erste Bank Group), who will present the practical experience with implementation of risk and economic capital management and risk adjusted performance measurement.
Contact person: Lenka Nedvědová, nedvedova@arm.cz, +420 257 290 252
