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DTSTAMP:20260924T031515Z
DTSTART;VALUE=DATE:20270823
DTEND;VALUE=DATE:20270826
SUMMARY:Introduction to Mathematical Methods for Banking Supervisors
TRANSP:TRANSPARENT
UID:2027_08_24_intro_to_maths_for_banking_supervision_1007618
DESCRIPTION:Objective\n\nQuantification of risks is key to effective risk
  management in banks. Banks use models to determine minimum capital requ
 irements and for internal risk quantification purposes (e.g. in the ICAA
 P)\, in particular for credit and market risk. Risk models often include
  complex mathematical concepts and methods. Supervisors need to have som
 e basic knowledge of mathematics and statistics to be able to discuss th
 ese models with their supervised institutions on an appropriate level an
 d to detect possible weaknesses. This course aims to provide non-mathema
 ticians with a basic understanding of important mathematical concepts\, 
 and\, generally\, of assumptions\, limitations and common pitfalls when 
 quantifying risks. \n\nDuring the first three course days\, participants
  will gain insight into how risks could be quantified and will learn to 
 critically assess the reliability and applicability of quantitative meth
 ods. Real-world case studies and examples will illustrate both\, the pow
 er and the boundaries of mathematical models\, helping learners to recog
 nize situations where model results may be misleading or insufficient.\n
 \nBy the end of the course\, participants will be equipped with the know
 ledge needed to apply basic mathematical tools for risk quantification\,
  understand the importance of context and assumptions\, and identify pot
 ential challenges in the quantification process. A follow-up one week la
 ter (31.08.2027) will give participants the chance to discuss specific q
 uestions arising from their own experiences and interests. \n\nContent\n
 Introduction to mathematics in risk control\nTime series and estimation\
 ; random variables\, density functions and quantiles\nIndependence and c
 orrelation\; types of correlation risk\nUnderstanding complex regulatory
  formulae: the Basel formula for risk weights\nApplication of the Basel 
 formula for different types of credit portfolios\, and basics of credit 
 portfolio modelling\nModel types and estimation methods in risk control\
 , especially for market risk\nHistorical simulation vs. Monte Carlo simu
 lation\nPractical examples and calculations \n\nTarget group\n\nBanking 
 supervisors with at least a basic understanding of mathematics and stati
 stics. The course is aimed specifically at non-mathematicians who are in
 terested in quantitative topics and would like to gain deeper insights i
 nto risk quantification. Participants should be prepared to contribute t
 o the seminar by answering questions and performing calculations\, e.g. 
 in Excel. \n\nTechnical requirements\n\nComputer with camera and audio f
 acilities\; an up-to-date internet browser\, MS Excel.
LOCATION:Online platform
CONTACT:Deutsche Bundesbank – CIC\, tzk@bundesbank.de\, +49 69 9566-36605
 
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