Aug
24
2008 Episode 12 (OpRisk C) - sample
by David Harper, CFA, FRM, CIPM
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This is Part 1/1 of Operational Risk C, which primarily reviews Basel II. The Basel review includes overview of capital definition; treatment of credit risk, market risk and operational risk; the three pillars; Studies on Credit Concentration; and the internal ratings-based (IRB) function. Also, Chapter 10 of de Servigny (Regulation) and Corrigan II (CRMPG II). Both parts 1 & 2 link to the same 112-page PowerPoint deck.
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