Please join the PRMIA Institute for this half-day training session on the key elements of credit risk modeling and capital allocation. This compact session will focus on credit modeling and its application in the industry as well as in current Basel II guidelines.
Seating is limited and we suggest that you reserve your seat today. Note: employees of the World Bank Group should register by emailing dcabbar@worldbank.org.
Outline
I. Economic and Regulatory Capital
II. Impact of Basel-II on Capital Allocation
III. Concentration risk in credit portfolios
IV. Overview of credit portfolio models
V. Implications for capital allocation
VI. Discussion |
