Credit Risk Management: mitigation techniques, governance, modeling and backtesting
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8 November 2018
11:40 AM - Faculty of Economics and Administration, Lipová 41a, room P103
- How is credit risk managed within a bank? What are the credit risk mitigation techniques?
- What is the governance framework for credit risk management?
- What is the regulatory background for credit risk management?
- What is the difference between the Standardised, Foundation and Advanced approach to credit risk measurement?
- What are the common models for credit risk: Probability of Default, Loss Given Default, Exposure at Default, Expected Credit Loss?
- What is the internal model validation function?
- What is a credit risk model lifecycle? How is model risk managed by a bank?
- How are credit risk estimates backtested (with case studies)?
8 November, from 10:00 to 11:40 in room P103 and from 12:00 to 13.40 in room P106 Lecturer: Dr. Lukas Prorokowski (Banque International a Luxembourg)
- Organized by
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Faculty of Economics and Administration
- Responsibility
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Oleg Deev, Ph.D.