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P2.T7. Operational Risk

Practice questions for operational risk and Basel II (Basel III)
Nicole Seaman
P2.T7.513. Repurchase agreements (repos, Tuckman)
Replies
8
Views
391
flosoma
Nicole Seaman
P2.T7.509. Collateral markets (Malz)
Replies
15
Views
313
Merlinius
Nicole Seaman
P2.T7.810. Stress testing banks (Schuermann)
Replies
2
Views
120
David Harper CFA FRM
Nicole Seaman
P2.T7.809. Failure mechanics of dealer banks (Darrell Duffie)
Replies
3
Views
92
DIANAM89
Nicole Seaman
P2.T7.517. Credit risk capital under Basel II (Hull)
2
Replies
32
Views
860
laurobiolchini
Fran
PQ-T7 P2.T7.300. Economic capital (topic review)
Replies
19
Views
504
David Harper CFA FRM
Nicole Seaman
Quiz - T7 P2.T7.703. Operational data governance practices
Replies
5
Views
130
David Harper CFA FRM
Nicole Seaman
P2.T7.609. Fundamental Review of the Trading Book: expected shortfall and credit trades (Hull)
Replies
15
Views
282
RushilChulani
Nicole Seaman
P2.T7.807. Estimating liquidity-adjusted value at risk (LVaR) (Dowd Ch.14)
2
Replies
21
Views
409
David Harper CFA FRM
Nicole Seaman
P2.T7.520. Basel 2.5 with stressed VaR, IRC and CRM (Hull)
Replies
11
Views
241
nansverma
Nicole Seaman
P2.T7.506. Model error (Malz)
Replies
11
Views
445
David Harper CFA FRM
Nicole Seaman
P2.T7.522. Basel III: leverage ratio, liquidity coverage ratio and net stable funding (Hull)
Replies
7
Views
284
nansverma
Nicole Seaman
P2.T7.803. Standardized Measurement Approach (SMA) to Operational Risk
Replies
12
Views
143
nansverma
A
Risk Management (Marginal VaR and Jensen's Alpha
Replies
1
Views
15
Nicole Seaman
David Harper CFA FRM
L2.T7.10. Crisis liquidity risk (Dowd)
Replies
10
Views
321
Nicole Seaman
Nicole Seaman
P2.T7.511. Transaction liquidity risk and liquidity-adjusted VaR (Malz)
2
Replies
21
Views
408
nansverma
Nicole Seaman
Quiz - T7 P2.T7.707. Leverage, liquidity risk, and liquidity-adjusted value at risk (LVaR)
Replies
2
Views
103
David Harper CFA FRM
David Harper CFA FRM
L2.T7.B14. Minimum liquidity coverage ratio (LCR) in Basel III
2
Replies
27
Views
475
mansoor_memon
Nicole Seaman
P2.T7.804. Extreme value theory (EVT) approaches (Dowd Ch. 7)
Replies
17
Views
255
nansverma
David Harper CFA FRM
L2.T7.7. Liquidity risk: bid-ask spread (Dowd)
Replies
9
Views
319
David Harper CFA FRM
Nicole Seaman
P2.T7.508. Sources of liquidity risk (Malz)
Replies
3
Views
195
gprisby
David Harper CFA FRM
L2.T7.6. BIS on economic capital: validation, dependency and counterparty risk (Range of Practices)
Replies
2
Views
158
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
188
David Harper CFA FRM
Nicole Seaman
P2.T7.403. Market risk approaches under Basel III
Replies
6
Views
131
David Harper CFA FRM
David Harper CFA FRM
L2.T7.8. Calculation of liquidity-adjusted value at risk (LVaR) (Dowd)
2
Replies
27
Views
577
David Harper CFA FRM
Nicole Seaman
P2.T7.514. General collateral (GC) versus special repo rates (Tuckman)
Replies
9
Views
325
gprisby
Nicole Seaman
P2.T7.507. Model error cases (Malz)
Replies
9
Views
234
theapplecrispguy
Nicole Seaman
P2.T7.521. Basel III regulatory capital requirements (Hull)
Replies
18
Views
418
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
315
Tereza
Fran
PQ-T7 P2.T7.306 Operational risk (Basel) (topic review)
Replies
14
Views
356
alexxxx
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