P2.T7. Operational Risk

Practice questions for operational risk and Basel II (Basel III)
Nicole Seaman
Quiz - T7 P2.T7.701. Operational risk governance
Replies
0
Views
131
Nicole Seaman
Nicole Seaman
Nicole Seaman
Quiz - T7 P2.T7.700. Operational risk definition
Replies
11
Views
157
evelyn.peng
E
Nicole Seaman
P2.T7.609. Fundamental Review of the Trading Book: expected shortfall and credit trades (Hull)
2
Replies
22
Views
610
diegosgsanz
D
Nicole Seaman
P2.T7.608. Fundamental Review of the Trading Book (Hull)
Replies
18
Views
645
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.607. Adjusted RAROC and RAROC in practice (Crouhy)
Replies
17
Views
614
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.606. Economic capital and risk-adjusted return on economic capital (RAROC) (Crouhy)
Replies
11
Views
435
patriciar
P
Nicole Seaman
P2.T7.605. Mitigation of model risk (Crouhy)
Replies
1
Views
181
Member 41305
M
Nicole Seaman
P2.T7.604. Model error and model implementation risk (Crouhy, Galai & Mark)
Replies
3
Views
161
jagbrar
J
Nicole Seaman
P2.T7.603. Operational risk profiles and organizational designs (Cruz, Peters and Shevchenko)
Replies
2
Views
250
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.602. Risk control self assessment (RCSA), key risk indicators (KRIs) and scenario analysis
Replies
5
Views
456
bijean.mansoorifard
bijean.mansoorifard
Nicole Seaman
P2.T7.601. Operational loss data: recoveries and thresholds (Cruz, Peters and Shevchenko)
Replies
19
Views
659
etzaros
E
Nicole Seaman
P2.T7.600. Operational risk event risk categories (Cruz, Peters and Shevchenko)
Replies
13
Views
325
Chris
C
Nicole Seaman
P2.T7.524. Dodd-Frank (Hull), continued
Replies
0
Views
163
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T7.523. Dodd-Frank (Hull)
Replies
0
Views
125
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T7.522. Basel III: leverage ratio, liquidity coverage ratio and net stable funding (Hull)
Replies
8
Views
448
slowturtle
S
Nicole Seaman
P2.T7.521. Basel III regulatory capital requirements (Hull)
2
Replies
25
Views
759
enjofaes
enjofaes
Nicole Seaman
P2.T7.520. Basel 2.5 with stressed VaR, IRC and CRM (Hull)
Replies
15
Views
408
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.519. Basel II credit risk parameters and Solvency II (Hull)
Replies
14
Views
309
VishIyer01
V
Nicole Seaman
P2.T7.518. Three Pillars of Basel II (Hull)
Replies
6
Views
288
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T7.517. Credit risk capital under Basel II (Hull)
2 3
Replies
52
Views
2K
Clay Carter
Clay Carter
Nicole Seaman
P2.T7.516. Internal models approach under Basel's 1996 Amendment (Hull)
2
Replies
34
Views
1K
gsarm1987
gsarm1987
Nicole Seaman
P2.T7.515. Basel I guidelines and 1996 Amendment (Hull's Financial Institutions)
Replies
11
Views
580
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.514. General collateral (GC) versus special repo rates (Tuckman)
Replies
11
Views
593
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.513. Repurchase agreements (repos, Tuckman)
Replies
13
Views
771
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.512. Market liquidity characteristics (Malz)
Replies
6
Views
427
381447
3
Nicole Seaman
P2.T7.511. Transaction liquidity risk and liquidity-adjusted VaR (Malz)
2
Replies
28
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.510. Balance sheet leverage (Malz)
2
Replies
36
Views
1K
Clay Carter
Clay Carter
Nicole Seaman
P2.T7.509. Collateral markets (Malz)
Replies
18
Views
592
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T7.508. Sources of liquidity risk (Malz)
Replies
6
Views
545
KKuma8216
K
Nicole Seaman
P2.T7.507. Model error cases (Malz)
Replies
9
Views
404
theapplecrispguy
T
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