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P2.T7. Operational Risk

Practice questions for operational risk and Basel II (Basel III)
Fran
PQ-T7 P2.T7.300. Economic capital (topic review)
Replies
19
Views
490
David Harper CFA FRM
Nicole Seaman
Quiz - T7 P2.T7.703. Operational data governance practices
Replies
5
Views
124
David Harper CFA FRM
Nicole Seaman
P2.T7.609. Fundamental Review of the Trading Book: expected shortfall and credit trades (Hull)
Replies
15
Views
272
RushilChulani
Nicole Seaman
P2.T7.807. Estimating liquidity-adjusted value at risk (LVaR) (Dowd Ch.14)
2
Replies
21
Views
383
David Harper CFA FRM
Nicole Seaman
P2.T7.520. Basel 2.5 with stressed VaR, IRC and CRM (Hull)
Replies
11
Views
232
nansverma
Nicole Seaman
P2.T7.506. Model error (Malz)
Replies
11
Views
436
David Harper CFA FRM
Nicole Seaman
P2.T7.522. Basel III: leverage ratio, liquidity coverage ratio and net stable funding (Hull)
Replies
7
Views
277
nansverma
Nicole Seaman
P2.T7.517. Credit risk capital under Basel II (Hull)
2
Replies
27
Views
795
David Harper CFA FRM
Nicole Seaman
P2.T7.803. Standardized Measurement Approach (SMA) to Operational Risk
Replies
12
Views
133
nansverma
A
Risk Management (Marginal VaR and Jensen's Alpha
Replies
1
Views
13
Nicole Seaman
David Harper CFA FRM
L2.T7.10. Crisis liquidity risk (Dowd)
Replies
10
Views
315
Nicole Seaman
Nicole Seaman
P2.T7.509. Collateral markets (Malz)
Replies
12
Views
289
David Harper CFA FRM
Nicole Seaman
P2.T7.511. Transaction liquidity risk and liquidity-adjusted VaR (Malz)
2
Replies
21
Views
392
nansverma
Nicole Seaman
Quiz - T7 P2.T7.707. Leverage, liquidity risk, and liquidity-adjusted value at risk (LVaR)
Replies
2
Views
102
David Harper CFA FRM
David Harper CFA FRM
L2.T7.B14. Minimum liquidity coverage ratio (LCR) in Basel III
2
Replies
27
Views
461
mansoor_memon
Nicole Seaman
P2.T7.804. Extreme value theory (EVT) approaches (Dowd Ch. 7)
Replies
17
Views
236
nansverma
David Harper CFA FRM
L2.T7.7. Liquidity risk: bid-ask spread (Dowd)
Replies
9
Views
315
David Harper CFA FRM
Nicole Seaman
P2.T7.508. Sources of liquidity risk (Malz)
Replies
3
Views
192
gprisby
David Harper CFA FRM
L2.T7.6. BIS on economic capital: validation, dependency and counterparty risk (Range of Practices)
Replies
2
Views
153
David Harper CFA FRM
David Harper CFA FRM
P2.T7.808. Exogenous and endogenous approaches to liquidity value at risk (LVaR) (Dowd Ch.14)
Replies
4
Views
173
David Harper CFA FRM
Nicole Seaman
P2.T7.403. Market risk approaches under Basel III
Replies
6
Views
128
David Harper CFA FRM
David Harper CFA FRM
L2.T7.8. Calculation of liquidity-adjusted value at risk (LVaR) (Dowd)
2
Replies
27
Views
571
David Harper CFA FRM
Nicole Seaman
P2.T7.514. General collateral (GC) versus special repo rates (Tuckman)
Replies
9
Views
319
gprisby
Nicole Seaman
P2.T7.507. Model error cases (Malz)
Replies
9
Views
230
theapplecrispguy
Nicole Seaman
P2.T7.521. Basel III regulatory capital requirements (Hull)
Replies
18
Views
413
David Harper CFA FRM
Nicole Seaman
Quiz - T7 P2.T7.704. Loss distribution approach (LDA), external loss data, & Basel's Standardized Measurement
Replies
12
Views
308
Tereza
Fran
PQ-T7 P2.T7.306 Operational risk (Basel) (topic review)
Replies
14
Views
354
alexxxx
Nicole Seaman
Quiz - T7 P2.T7.706. Economic capital
Replies
7
Views
153
David1973
Fran
PQ-T7 P2.T7.307. Operational risk distributions (topic review)
Replies
8
Views
342
David Harper CFA FRM
Nicole Seaman
P2.T7.805. Extreme value theory (EVT): GEV versus POT (Dowd Ch. 7)
Replies
1
Views
109
Shadma
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