 |
Results from the 2008 Loss Data Collection Exercise »
Operational risk capital is lower for banks using the Advanced Measurement Approach (AMA) than for non-AMA banks, regardless of the exposure indicator used for scaling. Also, the amount of capital relative to the frequency of large losses is generally higher at non-AMA banks than at AMA banks. Don’t wait, read more about Operational Risk Management.
|
|
Risk and Return: Striking the Right Balance »
Learn how a business analytics framework enables decisions that are based on true knowledge and predictive insight – adjusted for known risks, across the institution's business units, functional areas and channels.
|
|
Stress Testing: A Fresh Point of View »
Listen to this expert panel discussion to learn how clear regulatory standards for stress tests and data exchange will help align asset classes and risk measurement methodologies within banks and between banks and regulators.
|
|
Calculating Economic Indices »
This example illustrates the calculation of some widely known economic indices including Laspeyre, Paasche, Bowley and Fisher by defining them with PROC FCMP and then accessing the compiled functions by using the SAS global option CMPLIB in a DATA step.
|
|
|
|
Moving From Stress Tests to Broader Scenario Analyses »
Today, banks must embrace a richer brand of scenario analysis - executing a variety of stress tests and scenarios across all of their portfolios. The payoff extends beyond mere regulatory compliance and institutional health. It also means an enhanced competitive posture.
|
|
Would you spray weed killer on young, flowering plants? »
Recent events have spotlighted CROs, causing some to rethink processes or add and tighten controls. This may inadvertently damage the organization by stifling innovation. Take a look at these tips that allow you to leave the door open to modernization while closing it to runaway risk.
|
|
Goldilocks and the Negative R-Square »
How could it ever be worse to learn more through data? Learning from data is good, so you would think that bigger studies to fit bigger models are always good. Right?
|
|
Credit Scorecard Development and Implementation »
Take this business-focused course to learn to plan, develop, implement and maintain risk scorecards in-house. The course offers a high-level introduction to credit risk management and covers scorecard implementation strategies.
|
|
Credit Risk Modeling »
Learn to develop credit risk models in the context of the recent Basel II guidelines. The course provides a sound mix of both theoretical and technical insight, as well as practical implementation details.
|
|
Introduction to Applied Econometrics »
Through hands-on exercises, participants gain knowledge of the practical elements of applied econometric analysis. Courses in New York, San Francisco, Rockville and Chicago. Save 25% on 2009 classes!
|
|
