Iterative Basel II Implementation: Credit simulation in low data coverage environments

May 1, 2008 – 10:00 AM EDT

As US Banks face more questions regarding their impending Basel II implementations and move towards an advanced credit risk framework, RiskMetrics Group invites you to a forum to explore the questions:

Why now ?
How can this impact my Credit Risk?

Basel II goes much beyond merely setting a regulatory standard. It covers stress testing and economic capital, which are indispensable for understanding and managing your credit risk, especially in the current volatile market environment.

Webcast Content Preview:

Low data environments
Stress testing
Assessing Economic Capital
The three pillars of Basel II
Different approaches to missing data
The iterative approach to implementing Basel II
The weakness of the linear approach to Basel II in a low data environment

Please join us for an informative webcast exploring these issues. Ran Fuchs, Head of Credit Risk Business at RiskMetrics Group, will examine the drawbacks of orthodox procedures and present an alternative approach to the calculation of economic capital.

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