FRM
FRM Part I
FRM Part II
My Courses
Partnerships
Corporate Partnerships
University Partnerships
Resources
Overview
FAQ
Blog
Newsletters
In The News
Video
Home
Forums
New posts
Search forums
What's new
New posts
New profile posts
Latest activity
Members
Current visitors
New profile posts
Search profile posts
Log in
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
New posts
Search forums
Menu
Log in
Navigation
Install the app
Install
More options
Contact us
Close Menu
Forums
FRM® Practice Questions (for PAID customers)
JavaScript is disabled. For a better experience, please enable JavaScript in your browser before proceeding.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an
alternative browser
.
P2.T7. Operational Risk
Practice questions for operational risk and Basel II (Basel III)
Prev
1
2
3
4
5
6
7
8
9
Next
First
Prev
5 of 9
Go to page
Go
Next
Last
Filters
Show only:
Loading…
P2.T5.213. Extreme value theory (EVT) (topic review)
Suzanne Evans
Aug 23, 2012
Replies
7
Views
55
Oct 8, 2019
Nicole Seaman
L2.T7.15. Operational loss distributions (De Fontnouvelle)
David Harper CFA FRM
Oct 9, 2011
Replies
0
Views
126
Oct 9, 2011
David Harper CFA FRM
L2.T7.14. Operational loss distributions (Cope et al)
David Harper CFA FRM
Oct 9, 2011
Replies
0
Views
143
Oct 9, 2011
David Harper CFA FRM
L2.T7.13. Frequency and severity distributions of operational losses (Chaudhry)
David Harper CFA FRM
Oct 2, 2011
Replies
0
Views
115
Oct 2, 2011
David Harper CFA FRM
L2.T7.12. Issues in external and internal operational loss data sets (Chaudhry)
David Harper CFA FRM
Sep 30, 2011
Replies
3
Views
119
Oct 22, 2012
trabala38
T
L2.T7.11. Loss Distribution Approach (LDA) to Operational Risk (Chaudhry)
David Harper CFA FRM
Sep 28, 2011
Replies
1
Views
153
May 4, 2014
inik
I
L2.T7.10. Crisis liquidity risk (Dowd)
David Harper CFA FRM
Sep 23, 2011
Replies
10
Views
344
May 6, 2019
Nicole Seaman
L2.T7.9. Endogenous versus exogenous liquidity-adjusted value at risk (LVaR) (Dowd)
David Harper CFA FRM
Sep 22, 2011
2
Replies
24
Views
495
Oct 26, 2019
David Harper CFA FRM
L2.T7.8. Calculation of liquidity-adjusted value at risk (LVaR) (Dowd)
David Harper CFA FRM
Sep 19, 2011
2
Replies
27
Views
624
Mar 26, 2019
David Harper CFA FRM
L2.T7.7. Liquidity risk: bid-ask spread (Dowd)
David Harper CFA FRM
Sep 15, 2011
Replies
9
Views
346
Apr 13, 2019
David Harper CFA FRM
L2.T7.6. BIS on economic capital: validation, dependency and counterparty risk (Range of Practices)
David Harper CFA FRM
Sep 12, 2011
Replies
2
Views
261
Mar 31, 2019
David Harper CFA FRM
L2.T7.5. BIS on economic capital: Risk aggregation (Range of Practices)
David Harper CFA FRM
Sep 9, 2011
Replies
8
Views
339
Nov 1, 2023
Varun Momaya
L2.T7.4. BIS on economic capital (EC): defining risk measures (Range of Practices)
David Harper CFA FRM
Sep 7, 2011
Replies
9
Views
363
Mar 18, 2024
Clay Carter
L2.T7.3. Loan equivalence and adjusted RAROC (ARAROC) (Crouhy)
David Harper CFA FRM
Sep 5, 2011
Replies
3
Views
316
Nov 12, 2017
GregW
G
L2.T7.2. Allocating economic (RAROC) capital to credit, market & operational risk (Crouhy)
David Harper CFA FRM
Sep 1, 2011
Replies
7
Views
199
Sep 11, 2017
stephenjohn
L2.T7.1. Risk-adjusted return on capital, RAROC (Crouhy)
David Harper CFA FRM
Aug 30, 2011
Replies
14
Views
377
Jul 31, 2015
NNath
N
L2.T7.B20. Risk Aggregation
David Harper CFA FRM
Jun 9, 2011
Replies
5
Views
209
Mar 28, 2018
David Harper CFA FRM
L2.T7.B19. Basel II (Basel III) incremental risk charge (IRC)
David Harper CFA FRM
Jun 7, 2011
Replies
4
Views
193
Nov 8, 2017
David Harper CFA FRM
L2.T7.B18. Basel’s revisions to market risk framework (continued)
David Harper CFA FRM
Jun 5, 2011
Replies
12
Views
249
Jul 16, 2020
abhinavkhanna
A
L2.T7.B17. Basel's revisions to market risk framework
David Harper CFA FRM
Jun 1, 2011
Replies
8
Views
215
Nov 30, 2021
David Harper CFA FRM
L2.T7.B16. Basel III liquidity monitoring tools
David Harper CFA FRM
May 27, 2011
Replies
1
Views
100
Dec 26, 2020
abhinavkhanna
A
L2.T7.B15. Net stable funding ratio (NSFR) in Basel III
David Harper CFA FRM
May 25, 2011
Replies
2
Views
167
Oct 19, 2013
maheshs
M
L2.T7.B14. Minimum liquidity coverage ratio (LCR) in Basel III
David Harper CFA FRM
May 23, 2011
2
Replies
29
Views
636
Oct 10, 2021
David Harper CFA FRM
L2.T7.B13. Systemic risk treatment in Basel III
David Harper CFA FRM
May 18, 2011
Replies
2
Views
160
May 10, 2018
sharman.jamie
S
L2.T7.B12. How does Basel III handle procyclical amplification?
David Harper CFA FRM
May 16, 2011
Replies
6
Views
182
Feb 28, 2015
anshu.dutta
A
L2.T7.B11. Basel III changes
David Harper CFA FRM
May 12, 2011
Replies
4
Views
187
Jul 6, 2012
PL
P
L2.T7.B10. Reasons for Basel III
David Harper CFA FRM
May 10, 2011
Replies
4
Views
145
Mar 15, 2017
David Harper CFA FRM
L2.T7.B9. Basel II terminology
David Harper CFA FRM
May 6, 2011
Replies
3
Views
158
Apr 17, 2021
smaragdi
S
L2.T7.B8. Basel's Operational Risk (BIA, SA, AMA)
David Harper CFA FRM
May 4, 2011
Replies
9
Views
203
Oct 15, 2012
tpchan
T
L2.T7.B7. Basel's Standardized Approach (SA) to Market Risk
David Harper CFA FRM
May 2, 2011
Replies
5
Views
257
Apr 26, 2013
David Harper CFA FRM
Prev
1
2
3
4
5
6
7
8
9
Next
First
Prev
5 of 9
Go to page
Go
Next
Last
You must log in or register to post here.
Forums
FRM® Practice Questions (for PAID customers)
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
Accept
Learn more…
Top
