- 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
- 45 minutes
- 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.