On-demand webinar
Date: May 2021
Basel has created stringent requirements for credit risk. There are new calculations for risk weighted assets and capital floors. Furthermore the SA-CCR approach from Basel will effect capital requirements for financial institutions. With all these changes, it provides a great opportunity for change and streamlining processes and implementing new systems to manage not only credit risks but all areas of risk management.
- Overview of the Basel approach to Credit Risk
- What are the various factors that have been affected in credit risk by the new RWA system from Basel
- The benefits of using the SA-CCR approach and implementation within financial institutions
- How Basel triggers possibilities to streamline systems within financial institutions
- Lessons learned or case study that highlight how streamlining processes have benefited banks
Moderator: Donna Vinci, Non-Executive Director, Greater Bank
Speakers:
Jerome Mornet, Global Head of Risk Analytics, HSBC
Mourid Nasri, Director, Account & Relationship Management, APAC, Wolters Kluwer
Yves Tomballe, Chief Risk Officer, MUFG Singapore
