Modelling Economic Capital for Market Risk – Thursday 23rd July at 4pm (CET)/ 3pm (GMT)/ 10am (EST)
Against the backdrop of the financial crisis InteDelta has conducted a survey on the quantification and use of economic capital for market risk by major banks. You are invited to our complimentary webinar on Thursday 23rd July in which we will present the results of the survey and will answer questions on the trends in this area. The survey covers:
* Basis of methodologies used
* How stress testing, incremental risk charge and management intervention are specifically modelled
* Confidence level and capital horizon adopted
* The experience of implementing the approach and further planned enhancements
For further information about InteDelta directory or e-mail firstname.lastname@example.org.