Events

Tighter restrictions on model specification may drive a wedge between models used to calculate risk weightings and the models that banks use for other purposes such as pricing, capital allocation and the calculation of risk-adjusted returns.

This may be inefficient and costly, and could mean that banks will no longer pass the regulatory "use test" for internal model-based approaches to calculating risk weightings. At this training, you will also get a greater disclosure in explaining how your risk weightings correlate with the underlying risks while managing strong buffer for your capital.

For updated brochure and registration, kindly contact Ms Cherrie at CherrieK@marcusevanskl.com.