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    Webinar: Managing Capital and Stress Testing for Traded Book Assets

    Given the upcoming requirements for insurers to comply to the IFRS 9 standard, Moody’s Analytics hosted a webinar, with our subject matter expert and IFRS 9 practice lead.

    Financial institutions are moving towards consolidated and consistent framework for capital and stress testing measurement. Recent trends has provided greater emphasis on the alignment of this across both the trading and banking book portfolios.

    This webinar will provide further insights on:

    • The overview of market themes in trading book
    • Best practices and themes seen for Incremental Risk Charge (IRC) and Default Risk Charge (DRC)
    • The different risk types affecting trading book assets. For example, Wrong-way risk, Settlement risk
    • Combined reverse stress testing for trading and banking books

    Speakers
    Roshni Patel, Director, Solutions Specialist
    Alexis Hamar, Director, Portfolio Product Management
    Abinash Arulanandam, Director, Advisory Services

    Click here to view the presentation slides

    Click here to view all webinars in our Risk & Finance Insights Series.
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    Presentation

    IFRS 9: Challenges with Validation and Benchmarking Presentation Slides

    In this presentation, our experts discuss risk measurement tools and techniques to help with IFRS 9 validation and/or benchmarking to market best practice and the communication of such validation to senior stakeholders.

    November 2017 Pdf Alexis Hamar, Roshni Patel
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