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...
advanced-irb-approach
advanced-measurement-approach
basel i
basel ii
basel-1-regulations
basel-amendments
basic-indicator-approach
foundation-irb-approach
solvency ii
standardized-approach
standardized-irb-approach
Learning objectives: Explain the motivations for introducing the Basel regulations, including key risk exposures addressed and explain the reasons for revisions to Basel regulations over time. Explain the calculation of risk-weighted assets and the capital requirement per the original Basel I...
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