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.

2018W, VO, 2.0h, 3.0EC, to be held in blocked form

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
Mon18:00 - 19:3001.10.2018 - 26.11.2018FH Hörsaal 7 Termin Predota
Fri09:00 - 12:3019.10.2018Sem.R. DA grün 04 Termin Gruber
Fri09:00 - 14:3009.11.2018Sem.R. DA grün 04 Termin Gruber (längerer Termin)
Mon18:00 - 19:3003.12.2018FH Hörsaal 7 Ersatztermin Predota (falls notwendig)
Fri09:00 - 12:3007.12.2018Sem.R. DA grün 04 Termin Gruber
AKVFM Gesamtbanksteuerung unter Basel III ICAAP under Basel III - Single appointments
DayDateTimeLocationDescription
Mon01.10.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Mon08.10.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Mon15.10.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Fri19.10.201809:00 - 12:30Sem.R. DA grün 04 Termin Gruber
Mon22.10.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Mon29.10.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Mon05.11.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Fri09.11.201809:00 - 14:30Sem.R. DA grün 04 Termin Gruber (längerer Termin)
Mon26.11.201818:00 - 19:30FH Hörsaal 7 Termin Predota
Mon03.12.201818:00 - 19:30FH Hörsaal 7 Ersatztermin Predota (falls notwendig)
Fri07.12.201809:00 - 12:30Sem.R. DA grün 04 Termin Gruber
Course is held blocked

Examination modalities

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

Course registration

Begin End Deregistration end
01.08.2018 00:00 21.10.2018 23:59 04.11.2018 23:59

Curricula

Literature

No lecture notes are available.

Miscellaneous

Language

German