Webinar "Impact of Capital Rules on Risk Rating Systems"


The rapidly evolving bank regulatory environment – particularly Basel II and Basel III capital requirements and stress testing – and ongoing pressure to strengthen internal controls are placing new and costly burdens on credit risk modeling. Banks that gained experience with the Internal Ratings-Based (IRB) approach for calculating capital requirements must build flexibility into their risk rating systems to respond quickly to changes in market conditions and regulations.

This webinar will provide an overview of the IRB approach and current market trends and look ahead to new regulations and what they will demand of risk rating platforms. The presentation will include a case study of a top-tier U.S. bank’s implementation of a dual risk rating system as well as emerging best practices in the context of regulatory expectations around model deployment.

Key takeaways

  • The increased focus on banking risk rating platforms
  • Perspectives on operational streamlining
  • Internal credit risk rating with a rule-based approach
  • Case study within a selected area using a top tier US Bank
  • Empowering the business by using a Business Rules Management System

Speakers

  • Balachander (Bala) Lakshmanan, Director Enterprise Risk Services Group, Deloitte LLP
  • Christopher Hansert, Product Manager Credit & Risk Management, ACTICO GmbH
  • Eric Kavanagh, The Bloor Group (Moderator)