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Brand: KESDEE

Content Type: Individual Course

Bundle Feature: Also available as part of a bundle

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Course Description

This course covers aspects such as the General criteria, Qualitative standards, value-at-risk, specification of market risk factors, quantitative standards, stress-testing and external validation. It helps the user to understand:

'General? and ?Qualitative? requirements banks need to fulfill to be eligible to use the internal models approach

The guidelines for banks in specifying the risk factors for their internal models

Quantitative standards that banks have to keep in mind for calculating their capital charge

Objectives

To understand: aspects such as the General criteria, Qualitative standards, value-at-risk, specification of market risk factors, quantitative standards, stress-testing and external validation. It helps the user to understand:

'General? and ?Qualitative? requirements banks need to fulfill to be eligible to use the internal models approach

The guidelines for banks in specifying the risk factors for their internal models

Quantitative standards that banks have to keep in mind for calculating their capital charge

Training Time: 90 minutes