Over the last few years it has become ever more important for banks to develop effective methods of measuring their credit risk exposures in order to help align capital requirements to the intrinsic amount of credit risk to which they are exposed.
In this course, Massimo Morini, Head of Credit Models
and Coordinator of Model Research at IMI Bank of Intesa San Paolo will investigate how banks can utilise:
A standardised approach
An internal-ratings approach
An advanced internal ratings-based approach
Who should attend?
This course is particularly relevant to those working in banks, asset managers and other financial organisations with the following job titles:
• Credit derivatives manager