Basel III capital requirements present a significant challenge for organizations. SEC-SA, ERBA and IRB all require data-intensive review of securitization portfolios to determine risk weights and capital charge.
Join Domitille de Coincy and Mike Mueller of Moody’s Analytics to discuss best-in-class solutions to address Basel III capital requirements for structured finance portfolios. This webinar will review and demonstrate the Standard Approach and Rating Based Approach capital requirements calculations for structured finance securities, including data requirement, methodology, user input and assumptions.
Please note this webinar has now concluded. To view the replay please click here