Personal tools
You are here: Home → Resource centre → Past events → PRMIA Event: Incremental Risk Charge
Column header image

Resource centre

 

PRMIA Event: Incremental Risk Charge

The Basel Committee on Banking Supervision released revised proposals for the charging of capital for incremental risk (IRC) in the trading book in response to the credit crisis. In their presentation, avantage Capita, who assisted the banking industry in responding to the Basel Committee’s consultation, will describe the scope of the new rules (including default risk, credit rating migration, spread widening, equity prices) and present ways to address these requirements. The presentation is of particular relevance to all institutions which have a trading book.

What
When Dec 09, 2008
from 06:30 AM to 08:30 PM
Where Hotel, Le Royal Luxembourg
Add event to calendar vCal
iCal
 

The Luxembourg Chapter of PRMIA (the Professional Risk Managers International Association) has invited avantage Capita to hold a series of four risk management events.

The third event will be held on Thursday 9 December 2008 on the Incremental  Risk Charge (please note this differs firm that previously advertised.

Details of programme are as follows:

18:30 Welcome and Introduction - Laurent Denayer, PRMIA Luxembourg

18.45 Incremental Risk Charge - Martin Clark, Director, avantage Capita Limited

  • Regulatory and Market drivers
  • What needs to be done?

19.05 A Practical Approach to Modelling IRC- Martin Clark, Director, avantage Capita Limited

  • What are the components of IRC
  • Approach and challenges to modelling IRC

19.25 Question and answer session - Frederic Gielen, Director, avantage Capita Limited

19:45 Cocktail


Download a copy of the invitation and registration form here or register by email to luxembourg@prmia.org.

For additional information, please contact Event Admin.