Iterative Basel II Implementation for European Banks: Credit simulation in low data coverage environments

February 20, 2008 - 14:00 GMT, 15:00 CET

In a classical Basel implementation, complete obligor information is required to calculate economic capital, concentration and credit risk. However, as European institutions work towards compliance with Pillar II/the supervisory review process, it is becoming apparent that ignoring a lack of required credit data can cause Basel II to lose its value proposition altogether.

Webcast Content Preview:

Low data environments
The three pillars of Basel II
Different approaches to missing data
The iterative approach to implementing Basel II
The weakness of the linear approach to Basel II in a low data environment

Please join us for an informative webcast exploring these issues. Ran Fuchs, Head of Credit Risk Business at RiskMetrics Group, will examine the drawbacks of orthodox procedures and present an alternative approach to the calculation of economic capital.

Please register for the webcast replay and presentation download below:

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