The course focuses on new challenging regulatory requirements IRC, CRM,
Stressed-VaR which are obligatory for all banks from 2010 onwards and it
presents modelling techniques to meet the tight regulatory timelines.
As the Solvency II deadline draws ever nearer, insurance companies need to
focus on developing a high-level compliance framework and identifying and
implementing initiatives which drive their competitive advantage. Choosing to
develop and implement internal models is a fantastic opportunity to improve the
pricing strategy of the underwriting function and optimise the allocation of
capital across business lines.
Developing an integrated framework for stress testing
18th May 2010 - 19th May 2010
This course will address the weaknesses identified in stress testing
practices during the crisis and offers a practical approach to strengthening
internal frameworks and ways of incorporating them into institutions' internal
models.
Developing an integrated framework for stress testing
25th May 2010 - 26th May 2010
This course will address the weaknesses identified in stress testing
practices during the crisis and offers a practical approach to strengthening
internal frameworks and ways of incorporating them into institutions' internal
models.
