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    Managing Credit Portfolio Risk Under Basel III: Integrating Regulatory Capital with Economic Risks

    June 2016

    In this webinar we will discuss different approaches in credit portfolio management, dangers of only using regulatory capital when optimizing your portfolio, how to appropriately incorporate regulatory capital considerations, and metrics to consider when optimizing your portfolio and setting appropriate limits.

    As firms adopt BASEL III, most financial institutions have seen a dramatic increase in regulatory capital requirements. Gradually, these institutions have started to use regulatory capital in portfolio management activities, including pricing and limit setting. However, using only regulatory capital poses challenges as it does not account for economic risks such as concentrations. In this webcast, we will discuss how to overcome this challenge by leveraging metrics which effectively combine regulatory capital with economic risks.

    In this webinar we will discuss:

    Market trends and different approaches in credit portfolio management

    Dangers of only using regulatory capital when optimizing your portfolio

    How to appropriately incorporate regulatory capital considerations

    Metrics to consider when optimizing your portfolio and setting appropriate limits

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