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basel i

  1. Nicole Seaman

    P2.T7.20.8. Capital regulation before the global financial crisis (2nd of 2)

    Learning objectives: Describe changes to the Basel regulations made as part of Basel II, including the three pillars. Compare the standardized IRB approach, the Foundation Internal Ratings-Based (IRB) approach and the advanced IRB approach for the calculation of credit risk capital under Basel...
  2. premseoul

    Basle Committee specification (rationale?)

    What is the simple to understand explanation/rationale behind the Basle Committee specification for multiple of 3 times the 99% confidence 10-day VaR as minimum regulatory market risk capital for investement banks, etc? I am curious about the explanation both in quantative and qualitative...
  3. Nicole Seaman

    P2.T7.515. Basel I guidelines and 1996 Amendment (Hull's Financial Institutions)

    Learning outcomes: Explain the calculation of risk-weighted assets and the capital requirement per the original Basel I guidelines. Describe and contrast the major elements—including a description of the risks covered—of the two options available for the calculation of market risk: Standardised...
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