Credit Risk Management: mitigation techniques, governance, modeling and backtesting
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8. listopadu 2018
11:40 - Ekonomicko-správní fakulta MU, Lipová 41a, místnost P103
- How is credit risk managed within a bank? What are the credit risk mitigation techniques?
- What is the governance framework for credit risk management?
- What is the regulatory background for credit risk management?
- What is the difference between the Standardised, Foundation and Advanced approach to credit risk measurement?
- What are the common models for credit risk: Probability of Default, Loss Given Default, Exposure at Default, Expected Credit Loss?
- What is the internal model validation function?
- What is a credit risk model lifecycle? How is model risk managed by a bank?
- How are credit risk estimates backtested (with case studies)?
11. od 10:00 do 11:40 v učebně P103 a od 12:00 do 13.40 v učebně P106 Dr. Lukas Prorokowski (Banque International a Luxembourg)
- Pořadatel
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Ekonomicko-správní fakulta
- Odpovědnost
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Oleg Deev, Ph.D.