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WEB SESSION
12 Mar 2024
Credit Risk
Tuesday, 12 March 2024
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10:00 - 12:00
Topics:
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- PD and LGD models: possible approaches
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- Credit risk quantification: expected loss, stressed loss, regulatory versus economic capital
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- Solvency versus Basel: “spread risk” versus “default/migration risk” and treatment of credit risk mitigation
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- Credit risk management
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- Most recent credit risk evolutions in the bank and insurance sector
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- Quiz
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- Key takeaways
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All the above times are given in CET (Central European Time).
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