Presentation: Challenge ICAAP
Miniworkshop: Practitioner's Day
Time: Mon, September 08, 2008, 16:00-16:45
Speaker: Andreas Weingessel
Abstract
The ICAAP (Internal Capital Adequacy Assessment Process) requires each bank to assess its capital adequacy in relation to its risk profile. It should form an integral part of the management process and decision-making culture of the institution.
In our talk we give a critical view on the stochastic models currently used and discuss future challenges.
Presentation slides (pdf, 1.2 MB)
URL: www.ricam.oeaw.ac.at/specsem/sef/events/program/presentation.php
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