105.635 AKFVM 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.

2021W, VO, 2.0h, 3.0EC, to be held in blocked form


  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture
  • Format: Distance Learning

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


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.



Examination modalities

Written exam (examples)

Course registration

Begin End Deregistration end
28.07.2021 00:00 10.10.2021 23:59 31.10.2021 00:59



No lecture notes are available.