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.
Part I
1. Introduction2. Pillar I - Credit risk 3. Pillar II - ICAAP and SRP4. Examples credit risk5. Basel III - History and Changes
Part II
6. Pillar I - Market risk 7. Pillar I - Operational risk8. Pillar II - ILAAP and Liquidity Risk9. Pillar III
Lecture and examples
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.
Written exam (examples)