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. 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

Lecture - partially in presence and partially slides with audio track - and examples

Written exam (examples)