The aim of this course is to present the main features of Basel III and the consequences for credit institutions.
Part I
1. Introduction2. Pillar I - Credit risk 3. Pillar II - ICAAP and SRP4. Examples and case study5. Basel III - History and Changes
Part II
6. Pillar I - Market risk 7. Pillar I - Operational risk8. Liquidity Risk9. Pillar III
Die Folien (im TUWEL verfügbar) ersetzen nicht den Besuch der Vorlesung!
Written examination.More information on: https://fam.tuwien.ac.at/lehre/pr/