Auditing Risk Management & Capital Models

In one day:

• Develop an effective auditing framework for risk management and capital models
• Clarify regulatory requirements and the practical implications according to:

-          Basel II and ICAAP

-          Solvency II and ICAS

• Identify the key components of an ERM framework and capital models
• Address key risks specific to your firm and develop effective controls
• Benchmark your risk management framework and risk models