Portfolio Credit Risk and Economic Capital Reporting for Middle Eastern Institutions Webcast

Tuesday, 4th December - 11:00 AM GMT/ 2:00 PM (KSA)

Banks within the Middle East region face the same challenges as banks across the globe with regard to meeting Basel II requirements and following best practices in credit portfolio risk management.

Robert Stamicar, Head of Risk Management Research Americas at RiskMetrics Group will present a brief overview of the industry standard CreditMetrics® methodology followed by a discussion of mapping techniques between implied ratings and default probabilities. The web cast will explore how implied ratings can be estimated from market data such as equity prices and CDS spreads via a structural model.

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If you have any questions regarding the conference please contact eventenquiries@riskmetrics.com