avantage Business Breakfast on Incremental Risk Charge
On 25 September 2008, avantage Reply held a business breakfast which addressed the issue of the Incremental Risk Charge (IRC).
The presentation by Martin Clark (Partner, avantage Reply), provided an overview of the capital charge for incremental risk in the trading book and the principles and models for calculating the IRC. He also highlighted the possible impacts of this requirement, which represents a fundamental change and not simply a revision of the Trading Book Capital requirements.
You can download a copy of the presentation here.
