Operational Risk Modelling for ICAAP

Topics covered are:

  • Business expectations from the models (rather than accepting what you get given)
  • Understanding differences in operational risk modelling vs market and credit risk
  • What the regulators say about operational risk modelling for ICAAP
  • A look at the (many) parameters that can affect the capital figure
  • Validation

Date(s)/Venue

 

For further information please email training@risklogix-solutions.com.