ComplianceOnline

The Internal Ratings Based Risk-Weight Formula

Instructor: Fred Vacelet
Product ID: 705198
  • Duration: 60 Min

recorded version

$179.00
1x Person - Unlimited viewing for 6 Months
(For multiple locations contact Customer Care)
Recorded Link and Ref. material will be available in My CO Section
Last Recorded Date: Apr-2017

Training CD

$299.00
One CD is for usage in one location only.
(For multiple locations contact Customer Care)
CD and Ref. material will be shipped within 15 business days

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Read Frequently Asked Questions

Within the same document recommending never to take up a model without its full analysis and justification, the Basel Committee demanded that banks take up the IRB formula, explained par. 272 of the Basel II original text. This formula has, since then, determined to a large extent the amount of regulatory capital in the financial system. This webinar training will break down the rationale and the limitations of this critical formula.

Why Should You Attend:

The rationale of the IRB formula, explained par. 272 of the Basel II original text formula, which gives the capital requirement as a function of the credit risk, is misunderstood by many a user. Let alone what happens for counterparties with low probabilities of defaults, when the function exhibits badly-behaved features. Whether quantitatively inclined or not, it is a good practice to try to understand why and where such a critical approach can be used, together with its limitations.

This webinar will explain the rationale and the limitations of the Internal Ratings-Based (IRB) risk-weight formula.

Areas Covered in the Webinar:

  • The approaches in Basel I and II
  • The inputs from Basel I and II
  • Characters of the formula
  • Introduction of correlations
  • Boundary conditions
  • Exceptions
  • The explanatory text by Basel Committee
  • How can it work for low-risk counterparties

Who Will Benefit:

  • Risk Managers, Compliance Managers and Capital Managers
  • Internal Auditors/External Auditors
  • Technology Managers
  • CEO, CIO, CFO, CIO
  • Risk Management Professionals
  • Governance, Risk, Compliance (GRC) Staff
  • Chief Compliance Officers
  • Operational Risk Directors
  • Cyber Security and Information Security Professionals
  • Professionals in Project Management, Business Continuity, Disaster Recovery, Emergency Management and Crisis Management
Instructor Profile:
Fred Vacelet

Fred Vacelet
Financial Risk Management Consultant, FVacelet

Fred Vacelet, MBA, FRM/PRM, CTM, IFQ, is an international financial risk management consultant with an expertise in risk management methodological frameworks. His experience spans around 25 years, advising banks and software houses on risk management. Mr. Vacelet holds various degrees, including a business degree from London Business School, England, with post-graduate studies at the Technische (then West)-Berlin, Germany and Keio (Japan) universities. He is a published author on risk management and Basel Accords, and a regular speaker at conferences. He writes and presents training courses and workshops on risk management and Basel II/III.

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Refund Policy

Registrants may cancel up to two working days prior to the course start date and will receive a letter of credit to be used towards a future course up to one year from date of issuance. ComplianceOnline would process/provide refund if the Live Webinar has been cancelled. The attendee could choose between the recorded version of the webinar or refund for any cancelled webinar. Refunds will not be given to participants who do not show up for the webinar. On-Demand Recordings can be requested in exchange.

Webinar may be cancelled due to lack of enrolment or unavoidable factors. Registrants will be notified 24hours in advance if a cancellation occurs. Substitutions can happen any time.

If you have any concern about the content of the webinar and not satisfied please contact us at below email or by call mentioning your feedback for resolution of the matter.

We respect feedback/opinions of our customers which enables us to improve our products and services. To contact us please email customercare@complianceonline.com call +1-888-717-2436 (Toll Free).

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