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P2.T7. Operational Risk

Practice questions for operational risk and Basel II (Basel III)
P
FRTB Questions
Replies
1
Views
10
David Harper CFA FRM
Fran
PQ-T7 P2.T7.301. Liquidity risk: definitions (Malz and Dowd) (topic review)
Replies
10
Views
335
mcrisk7
Nicole Seaman
P2.T7.807. Estimating liquidity-adjusted value at risk (LVaR) (Dowd Ch.14)
2
Replies
26
Views
562
ngocle314
Nicole Seaman
Quiz - T7 P2.T7.704. Loss distribution approach (LDA), external loss data, & Basel's Standardized Measurement
Replies
15
Views
389
David Harper CFA FRM
Fran
PQ-T7 P2.T7.300. Economic capital (topic review)
2
Replies
23
Views
566
Nicole Seaman
Nicole Seaman
P2.T7.501. Operational loss data allocation (Girling)
Replies
9
Views
201
tom87
David Harper CFA FRM
L2.T7.9. Endogenous versus exogenous liquidity-adjusted value at risk (LVaR) (Dowd)
2
Replies
24
Views
467
David Harper CFA FRM
Nicole Seaman
P2.T7.511. Transaction liquidity risk and liquidity-adjusted VaR (Malz)
2
Replies
24
Views
462
Sixcarbs
Nicole Seaman
P2.T7.806. Capital planning practices at large bank holding companies (BHC)
Replies
2
Views
86
Sixcarbs
Nicole Seaman
P2.T7.602. Risk control self assessment (RCSA), key risk indicators (KRIs) and scenario analysis
Replies
4
Views
105
David Harper CFA FRM
David Harper CFA FRM
L2.T7.B1. Basel II: Minimum capital requirements
Replies
10
Views
194
Chibale
Suzanne Evans
P2.T5.213. Extreme value theory (EVT) (topic review)
Replies
7
Views
10
Nicole Seaman
Nicole Seaman
P2.T7.607. Adjusted RAROC and RAROC in practice (Crouhy)
Replies
12
Views
246
David Harper CFA FRM
Nicole Seaman
P2.T7.513. Repurchase agreements (repos, Tuckman)
Replies
8
Views
421
flosoma
Nicole Seaman
P2.T7.509. Collateral markets (Malz)
Replies
15
Views
333
Merlinius
Nicole Seaman
P2.T7.810. Stress testing banks (Schuermann)
Replies
2
Views
130
David Harper CFA FRM
Nicole Seaman
P2.T7.809. Failure mechanics of dealer banks (Darrell Duffie)
Replies
3
Views
99
DIANAM89
Nicole Seaman
P2.T7.517. Credit risk capital under Basel II (Hull)
2
Replies
32
Views
948
laurobiolchini
Nicole Seaman
Quiz - T7 P2.T7.703. Operational data governance practices
Replies
5
Views
141
David Harper CFA FRM
Nicole Seaman
P2.T7.609. Fundamental Review of the Trading Book: expected shortfall and credit trades (Hull)
Replies
15
Views
302
RushilChulani
Nicole Seaman
P2.T7.520. Basel 2.5 with stressed VaR, IRC and CRM (Hull)
Replies
11
Views
248
nansverma
Nicole Seaman
P2.T7.506. Model error (Malz)
Replies
11
Views
492
David Harper CFA FRM
Nicole Seaman
P2.T7.522. Basel III: leverage ratio, liquidity coverage ratio and net stable funding (Hull)
Replies
7
Views
313
nansverma
Nicole Seaman
P2.T7.803. Standardized Measurement Approach (SMA) to Operational Risk
Replies
12
Views
148
nansverma
A
Risk Management (Marginal VaR and Jensen's Alpha
Replies
1
Views
16
Nicole Seaman
David Harper CFA FRM
L2.T7.10. Crisis liquidity risk (Dowd)
Replies
10
Views
334
Nicole Seaman
Nicole Seaman
Quiz - T7 P2.T7.707. Leverage, liquidity risk, and liquidity-adjusted value at risk (LVaR)
Replies
2
Views
121
David Harper CFA FRM
David Harper CFA FRM
L2.T7.B14. Minimum liquidity coverage ratio (LCR) in Basel III
2
Replies
27
Views
497
mansoor_memon
Nicole Seaman
P2.T7.804. Extreme value theory (EVT) approaches (Dowd Ch. 7)
Replies
17
Views
288
nansverma
David Harper CFA FRM
L2.T7.7. Liquidity risk: bid-ask spread (Dowd)
Replies
9
Views
333
David Harper CFA FRM
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