Dr Marios Kyriacou presents at the prominent IRMC 2015 annual risk event held in Luxembourg, providing constructive criticism on the Standardised Approach stipulated in Basel 2 and Basel 3, and proposing more risk sensitive yet not data-demanding approaches to the regulatory community, banks and investment firms for measuring credit and counterparty risk. Following stiff competition the proposal is selected for presentation and publication to the conference proceedings by the Conference Scientific Committee chaired by a distinguished NYU Stern School professor.
Conference details http://www.irmc.eu/