Regulatory Pressure for Credit Risk

Regulatory Pressure for Credit Risk: How to implement cost-saving methods?

Basel has created stringent requirements for credit risk. There are new calculations for risk weighted assets and capital floors. Furthermore the SA-CCR approach from Basel will effect capital requirements for financial institutions. With all these changes, it provides a great opportunity for change and streamlining processes and implementing new systems to manage not only credit risks but all areas of risk management.

Overview
  • Overview of the Basel approach to Credit Risk
  • What are the various factors that have been affected in credit risk by the new RWA system from Basel
  • The benefits of using the SA-CCR approach and implementation within financial institutions
  • How Basel triggers possibilities to streamline systems within financial institutions
  • Lessons learned or case study that highlight how streamlining processes have benefited banks
Who should attend?

The event is designed for senior risk professionals that work in banking. Job roles include, but are not limited to:

Chief Risk Officer
Head of Risk
Risk Director
Vice President - Risk

While audience participation isn't required, we want this online session to be as interactive as possible and encourage attendees to ask questions and make comments.

About Risk.net think tanks

Risk.net think tanks are virtual roundtables designed exclusively for senior executives. These virtual events provide an intimate, board room style setting for executives to discuss a specific trend or challenge in order to develop the best course of action to address it. The discussion is conducted under Chatham House rules which means it is off the record hence participants can share their views openly, freely and anonymously.

Risk.net would welcome senior practitioners to take part to exchange idea with peers and to move forward together during uncertain times.

Confirm your place for the virtual briefing:

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