105.635 AKVFM Gesamtbanksteuerung unter Basel III ICAAP under Basel III
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2016W, VO, 2.0h, 3.0EC, to be held in blocked form
TUWEL

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture

Aim of course

The aim of this course is to present the main features of Basel III and the consequences for credit institutions.

Subject of course

Part I

1. Introduction
2. Pillar I - Credit risk
3. Pillar II - ICAAP and SRP
4. Examples and case study
5. Basel III - History and Changes

Part II

6. Pillar I - Market risk
7. Pillar I - Operational risk
8. Liquidity Risk
9. Pillar III

Additional information

Die Folien (im TUWEL verfügbar) ersetzen nicht den Besuch der Vorlesung!

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue12:30 - 14:0018.10.2016 - 13.12.2016Sem.R. DB gelb 03 Termine Gruber
Thu17:00 - 18:3017.11.2016FH Hörsaal 7 - GEO Termin Predota
Thu17:00 - 18:3024.11.2016FH Hörsaal 7 - GEO Termin Predota
Thu17:00 - 18:3001.12.2016 - 15.12.2016FH Hörsaal 7 - GEO Termin Predota
Mon17:00 - 18:3012.12.2016FH Hörsaal 7 - GEO Termin Predota
Mon17:00 - 18:3009.01.2017FH Hörsaal 7 - GEO Termin Predota
Tue12:30 - 14:0010.01.2017Sem.R. DB gelb 03 Termin Gruber
Mon17:00 - 20:0016.01.2017FH Hörsaal 7 - GEO Termin Predota (längerer Termin wg. Entfall der VO am 9.1.)
AKVFM Gesamtbanksteuerung unter Basel III ICAAP under Basel III - Single appointments
DayDateTimeLocationDescription
Tue18.10.201612:30 - 14:00Sem.R. DB gelb 03 Termine Gruber
Tue25.10.201612:30 - 14:00Sem.R. DB gelb 03 Termine Gruber
Tue08.11.201612:30 - 14:00Sem.R. DB gelb 03 Termine Gruber
Thu17.11.201617:00 - 18:30FH Hörsaal 7 - GEO Termin Predota
Tue22.11.201612:30 - 14:00Sem.R. DB gelb 03 Termine Gruber
Thu24.11.201617:00 - 18:30FH Hörsaal 7 - GEO Termin Predota
Tue29.11.201612:30 - 14:00Sem.R. DB gelb 03 Termine Gruber
Thu01.12.201617:00 - 18:30FH Hörsaal 7 - GEO Termin Predota
Tue06.12.201612:30 - 14:00Sem.R. DB gelb 03 ENTFALL wegen Erkrankung der Vortragenden
Mon12.12.201617:00 - 18:30FH Hörsaal 7 - GEO Termin Predota
Tue13.12.201612:30 - 14:00Sem.R. DB gelb 03 Termine Gruber
Thu15.12.201617:00 - 18:30FH Hörsaal 7 - GEO Termin Predota
Mon09.01.201717:00 - 18:30FH Hörsaal 7 - GEO ENTFALL wegen Erkrankung des Vortragenden
Tue10.01.201712:30 - 14:00Sem.R. DB gelb 03 Termin Gruber
Mon16.01.201717:00 - 20:00FH Hörsaal 7 - GEO Termin Predota (längerer Termin wg. Entfall der VO am 9.1.)
Course is held blocked

Examination modalities

Written examination.
More information on: https://fam.tuwien.ac.at/lehre/pr/

Course registration

Begin End Deregistration end
01.09.2016 00:00 24.10.2016 23:59 31.10.2016 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Miscellaneous

Language

German