- Develop a general understanding of the revised standards for minimum capital requirements for market risk.
- Examine the boundary between the trading book and banking book.
- Review the method of calculating the market risk capital charge under the standardised approach and the internal models approach (Excel).
- Compare the capital charge results under the two revised approaches
Calculate the market risk capital charge under Basel 4 (revised standards) and compare results to Basel 2 & 2.5 (Excel).
- Understand the impact of the revised standards on bank capital ratios
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- Earn verifiable Continuing Education and Professional Development credits with Optimal MRM’s e-Learning program.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.