Dr Gareth Peters invited to speak at the Royal Statistical Society
11 February 2014
Dr Gareth Peters has been invited to give a seminar at the Royal Statistical Society in London on 24 February 2014. The title of the seminar is "Banking Regulation: Basel II/III and Statistical Modelling".
This presentation will discuss the role that statistical modelling has played in the regulation of retail banks throughout the world, since the onset of the banking regulations known as Basel II. In particular basic properties of statistical models used in the context of what is known as the Advanced Measurement Approach will be discussed. The influence that statisticians should have in these areas when deciding capital reserves for banks and the significance of such decisions on the banking structure will be over viewed. This will be followed by some examples.