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
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