In partnership with Treasury & Risk Magazine, take a look at this webinar to learn how you can adopt counterparty and credit risk management best practices.
Mehna Raissi, Cristina Pieretti
This webinar discusses the challenges faced in the recent ECB/EBA/PRA exercise and how banks are planning to address these challenges for future stress tests.
Regulators globally are increasingly pushing banks to make stress testing a routine exercise. As the process evolves and regulatory scrutiny increases, banks will benefit from easily deployable tools that simplify and streamline that process.
Banks will be under even more pressure as stress testing is becoming a recurring exercise and the new principles for risk data aggregation (BCBS 239) require them to quickly solve the issues around the data warehouses.
Dr. Christian Thun
This 30-min webinar discusses review of the stress testing model validation process, identifing common analytic and data gaps and discussing best practices in documentation and governance of model validation.
As the deadline for Solvency II approaches, many insurers are assessing the best approach to delivering the Pillar III reports required by EIOPA. Many recognize the challenges of data consolidation, data cleansing, calculating accurate results and formatting reports to submit to the regulators.
Moody's Analytics CRE credit risk experts, Christian Henkel and Sumit Grover, discuss the topics including an overview of CRE credit risk management challenges, data management and credit risk solutions that address the needs of CRE risk managers, and CRE stress testing model and approach.
This webinar-on-demand features Michael Infante, Chief Credit and Risk Officer of Cisco Capital, who shares his best practices, frameworks, and process. He provides practical insights on topics from a global corporation perspective, including counterparty on-boarding, portfolio monitoring, and credit exposure management.
Mehna Raissi, Michael Infante
Thomas Day, Senior Director, Mehna Raissi, Director, and Chris Shayne, Director discuss credit risk management and loss modeling in a stress testing environment.
Thomas Day, Mehna Raissi, Chris Shayne
In this webinar, recorded on May 1, 2014 Anna Krayn and Olivier Brucker discuss key aspects of the planned US Basel III liquidity regulations, critical challenges in implementing these regulations, and a best practice framework for delivering compliance with the US Basel III directive.
This Moody's Analytics and PRMIA webinar-on-demand provides an overview of EU stress testing regulatory requirements and the Moody's Analytics capabilities and solutions that will help you meet them.