Credit Risk Management under the Basel Accords

سرفصل های دوره

An Analysis of Basel II, Basel III, and Basel IV: Credit Risk

1 - Basel II Framework

1 - Introducing Basel II

2 - Highlights of the Basel II Framework

3 - Basel II The Three Pillars

4 - Introducing Pillar I

5 - A HighLevel Summary of the Basel II Framework

2 - Basel II Credit Risk

6 - What is Regulatory Capital

7 - Risk Weighted Asset Capital Ratio

8 - What is Credit Risk

9 - Basel II Standardized Approach

10 - Exposure to Sovereigns

11 - Exposure to Public Sector Entities

12 - Exposure to Multilateral Development Bank

13 - Exposure to Banks

14 - Exposure to Corporates

15 - Retail Exposures

16 - Residential Commercial Mortgage Exposures

17 - Past Due Exposures

18 - High Risk Exposures Equity Exposures

19 - Original Exposure Calculation

20 - Exposure Value Calculation

21 - Credit Risk Mitigation

3 - Basel II Standardized Approach Examples

22 - Basel II Standardized Approach Examples

4 - Basel II Internal Ratings Based Approach

23 - Internal Ratings Based Approach

24 - Asset Classes and Risk Components

25 - Basel II IRBF Asset Class

26 - BASEL II IRBF Probability of Default

27 - BASEL II IRBF LGD Maturity

28 - Basel II IRBF EAD Calculation

29 - Key Input Fields for EAD Calculation

30 - Basel II Calculation of Risk Weight RWA under the Basel II IRBF

31 - Basel II IRBF Mitigant

5 - Basel II IRBF Example Exercises

32 - Basel II IRBF Example Exercises

6 - Basel II Advanced Internal Ratings Based Approach

33 - Basel II IRBA Asset Class

34 - Basel II IRBA Probability of Default

35 - Basel II IRBA Loss GIven Default Distinct

36 - Basel II IRBA Maturity

37 - Basel II IRBA EAD Calculation

38 - Calculation of Risk Weight for Wholesale Exposures under IRBA

39 - Calculation of Risk Weight for Retail Exposure under the IRBA

40 - Key Input Fields for EAD Calculation under the IRBA

7 - Basel IV Credit Risk

41 - Basel IV Exposure to Covered Bonds

42 - Basel IV Specialized Lending Exposures

43 - Basel IV Exposure to Retail

44 - Basel IV Exposures secured by Residential Real Estate

45 - Basel IV Exposures Secured by Commercial Real Estate

46 - Basel IV Currency Mismatch Multiplier

47 - Basel IV Internal Ratings Based Approach

48 - Basel IV IRB PD LGD Parameter Floors

49 - Basel IV IRB Other Changes

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تولید کننده: Udemy