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Sep 16, 2009
Workshop on BASEL II -IRB Approach for Credit Risk

Aptivaa and Finsight are jointly organizing a workshop on Internal Ratings Based (IRB) approach of Basel II for Credit Risk Measurement to enable Indian banks to appreciate regulatory, conceptual and implementation issues in IRB approach compliance. The workshop will provide the participants with the in-depth knowledge of the two \Internal Ratings-Based\ approaches, Foundation and Advanced. It includes the relevant mechanics of the different approaches, asset classes and classification rules, treatment of specialized lending transactions, purchase receivables and securitized transactions and rating model development and deployment. The participants will be exposed to various methodologies for estimation and validation of individual risk components such as \Probability of Default\ (PD), \Loss Given Default\ (LGD) and \Exposure at Default\ (EAD). The workshop will also focus on data, governance and compliance related issues. It will end with a relevant case study providing practical insights into IRB approach implementation and the regulatory review process.

The workshop is to be held on October 28, 2009 at Bandra Kurla Complex, Mumbai. This workshop will attended by 40 participants including risk managers, finance heads, compliance managers and technology professionals from many public as well as private sector banks. Mr. Alok Tiwari-CEO Aptivaa, R.S. Chaudhary-Principal Aptivaa and Dr. Gourav Vallabh-Basel II expert will be the program faculties.

Finsight Media is a niche publishing company focused on banking, financial services, and insurance. It also conducts and publishes market/survey reports and hosts industry conferences and provides a wide range of consulting services within its area of expertise to banks, suppliers and investors.

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