This seminar comes straight after the IASB propsals are announced in June and
will examine how provisioning against loan losses is changing, the limitations
of the incurred loss model and the practical challenges of calculating expected
loss. This seminar is beneficial from both risk and accounting point of views.
This two day seminar looks at VaR following the new regulatory developments
coming from the Basel committee and national regulatory authorities. It
challenges how we can refresh our approaches to VaR, with a special focus on
stressed VaR, backtesting and stress testing. This course will also look at how
we can incorporate other risk sensitivity measures into the VaR methodology to
make it more robust and reliable.
This two day course will equip you with a better understanding of the theory
and practice of measuring fair value of complex illiquid financial instruments.
