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.

2020W, VO, 2.0h, 3.0EC, to be held in blocked form
TUWEL

Properties

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

Learning outcomes

After successful completion of the course, students are able to implement several risk calculations of banking practice (market risk, credit risk, operational risk, liquidity risk, etc.) on their own.

Subject of course

Part I

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

Part II

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

Teaching methods

Lecture and examples

Mode of examination

Written

Additional information

Online course via TUWEL:

You can listen to the talks (slides with audio recording) any time.
There are only fixed appointments for continual assessments.
Details will be communicated soon.

Lecturers

Institute

Examination modalities

Written exam (examples)

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Fri13:00 - 15:0026.04.2024Zeichensaal 3 written03.04.2024 00:00 - 19.04.2024 23:59TISSPrüfung 2023W (Nebentermin)

Course registration

Begin End Deregistration end
29.07.2020 00:00 11.10.2020 23:59 31.10.2020 23:59

Curricula

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

Literature

No lecture notes are available.

Miscellaneous

Language

German