Economic Capital Allocation and RAROC

Summary:
This seminar teaches about economic capital allocation methodology and RAROC, the underlying concepts for the new risk management and accounting standards such as IAS, Basel II and European Central Bank reporting. It will help you to:

Assess the adequacy of these approaches and methods for Your institution;
Learn about key information needed to derive the expected exposure at a customer and at the individual transaction level;
Learn about building and testing the model for calculation of expected and unexpected losses;
Learn about Basel II requirements for recognition of the risk protection instruments, and treatment of the risk protection and risk mitigation instruments at a portfolio, and at an individual transaction level.

Finally, You will learn how to derive substantial business benefits from implementing these methodologies in the decision making process - for risk-adjusted pricing, limits setting and customer relationship profitability management.

Duration: 2 days

Transparenza Ltd.
Lettenbach Str. 29, 86420 Diedorf, Germany
tel. +49 (0) 821 4866 712, mob. +49 (0) 172 107 4134

info@transparenza.biz