Продължителност на обучението: ½ ден

Начало: 09:30 ч.

Място на провеждане:

Учебен център на Международен банков институт: ул. „Бачо Киро“ №49 (вход откъм ул. „Св. Св. Кирил и Методий“), София и с възможност за онлайн включване

Работен език:

АНГЛИЙСКИ

Анотация:

The session is structured to provide a comprehensive overview of the main changes into the ECB's guidelines, which clarifies the institution's understanding of CRR provisions and their application in assessing the compliance of internal models for credit, market, and counterparty credit risk. Deloitte is uniquely positioned with an international team of experts who have proven experience in executing projects within the internal model’s framework for capital requirements and regulatory projects for direct compliance with ECB requirements. Their in-depth expertise in this area ensures that our seminar offers not only theoretical insights, but also practical, actionable guidance drawn from our experience with IRB systems and their regulatory assessments.

Програма на семинара:

1. Introduction to updated ECB Guide to Internal Models - Giancarlo Musto

2. Principles covering climate-related and environmental risks - Daniel Ralchev

3. Amendments to overarching principles and general topics - Giancarlo Musto

4. Amendments to credit risk and definition of default - Giancarlo Musto

5. Amendments to market risk - Giancarlo Musto

6. Amendments to counterparty credit risk - Giancarlo Musto

7. Evolution of internal models for operational risk - Daniel Ralchev

8. Q&A and closing remarks – Deloitte Team

ЗАБЕЛЕЖКА: Участниците получават сертификат за завършения курс от Международен банков институт

Лектори:

Giancarlo Musto, Senior Manager, FSI Risk & Regulatory Advisory, Deloitte Bulgaria EOOD Giancarlo is Senior Manager in FSI Risk & Regulatory Advisory Department. He is an accomplished risk management professional with over 13 years of experience in quantitative methods and risk quantification. Expert in A-IRB and IFRS 9 frameworks, Giancarlo has led the (re-)development of numerous AIRB and IFRS 9 models and regular monitoring and risk parameter recalibrations. Within the Bulgarian FSI Risk & Regulatory Advisory, Giancarlo is in charge of spearheading the development and management of a specialized team with a focus on quantitative risk model development and validation. The team's primary objective is to provide tailored analytical solutions and expert advisory services to clients in the realm of financial risk management. Building on his comprehensive understanding of financial risk, Giancarlo has developed a profound interest in interest rate risk in the banking book (IRRBB) and Non-Maturing Deposit (NMD) modelling. Recognizing the significance of these areas in today's volatile financial landscape, he is committed to introducing strategies to effectively manage these risks. With this added focus, Giancarlo is taking forward his vision of crafting innovative and tailored risk management solutions for financial institutions.

Daniel Ralchev Ralchev is a Manager in the Risk Advisory Department, specializing in FSI. He has over 15 years of professional experience in the financial industry, working as a financial analyst, regulatory expert, and risk manager. Prior to joining Deloitte Bulgaria, Daniel has worked for the Bulgarian National Bank, Allianz Bank Bulgaria, and Balkan Advisory Company.

Такса за участие с ДДС: 600 лева. При записване на трима и повече участници от една банка/институция таксата за участие с отстъпка е в размер на 552 лв. с ДДС на човек.

МОЛЯ, ОБЪРНЕТЕ ВНИМАНИЕ! ПРИ ОТКАЗ НА ЗАЯВЕНО УЧАСТИЕ 3 и по-малко работни дни преди началото на семинар, заявителят дължи 50% от таксата за участие. При НЕЯВЯВАНЕ на записан участник, заявителят дължи 100% от таксата за участие.

Плащането се извършва: по банков път.

Организация: "МБИ" ЕООД

Централна кооперативна банка Клон “Дондуков”

Сметка: BG24 CECB 9790 1041 5874 00
BIC код: CECBBGSF

В основание за превода се вписва: дата на курса, име и фамилия на участника. Фактура за преведената такса ще получите в деня на курса или (друго).

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