ICAAP

3 posts

Free online courses on credit concentration (Oct 7th – Oct 13th)

As part of the public beta testing programme, two new Open Risk Academy courses are accessible absolutely free (and with no strings attached :-). The courses are introductions to measuring credit name or sector concentrations in credit portfolios. They cover the following topics: The concept of credit name or sector […]

Benchmarking and the future use of internal capital models

The rationale for continuing with internal capital models in the Basel 3 world Overview of the challenges and opportunities offered by internal capital models (economic capital models) in the post-crisis era. Conference Presentation given at: Venue: 2nd Annual Capital Modelling under Basel III (Marcus Evans Conference) Location: London Time: January […]