Calculating of capital requirements for market.
The participants of the seminar will learn about changes in the approach to the calculating of capital requirements for market risk. These changes stem from the BCBS draft of January 2016. During the seminar, a standardized capital requirement calculation model will be discussed, based on the "Sensitivity-based method", "Default risk charge" and "Residual risk add-on" methods. Furthermore, the seminar will focus on the internal model for calculating capital requirements using the "Expected shortfall" indicator. The final part of the seminar is devoted to selected provisions from the draft CRR amendment. The seminar is designed for market risk analysts and managers, internal auditors and compliance specialists.
Mgr. Ing. Vaclav Novotny, Advanced Risk Management, s.r.o.
Tel.: 257 290 252
Register at firstname.lastname@example.org