Name: Regulatory Data: Assessing Risk Weights Under Basel III Regimes
Start: 2025-01-21T00:00:00+00:00
End: 2025-01-21T00:00:00+00:00

Event Concluded

TechDogs-"Regulatory Data: Assessing Risk Weights Under Basel III Regimes"

Event Type

Webinar

Date

Jan 21, 2025

Time

15:00

Event Linkhttps://www.bloomberg.com/professional/insights/webinar/regulatory-data-assessing-risk-weights-under-basel-iii-regimes/

About Event

With the varying global Basel III timelines for Credit Risk and Market Risk it is important now to identify risk weights that impact the top line capital charges as well as HQLA classification. Bloomberg has been helping clients with Risk Weight classification data since 2014, across all major jurisdictions. To coincide with the release 10 new Basel Credit Risk weights fields, we are pleased to invite you to a webinar on December 10th. Our team of regulatory data experts will take you through the latest Basel III developments and corresponding data solutions. Presentation will be followed by a Live Q&A. Key topics :

Tags:

Data AnalyticsRegulatory Data Basel III Regimes Risk Weights Financial Risk Assessment Compliance Strategies Financial Regulations TechDogs Basel III Event

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Data Management