lcr

Is it necessary to memorize every single line item and detail in the Risk Weighted Assets table for ratios like LCR and NSFR at the FRM Level 2 operational risk exam? or for examples credit spread tables (market Risk - Internal models approach) or for instance Jump to default Credit quality...

AIMs: Differentiate between Level 1, Level 2A, and Level 2B assets, and define the respective cap for each asset class as a percentage of total HQLA. Define how total net cash outflows are calculated for the minimum liquidity coverage ratio. Describe additional metrics to be used by supervisors...

AIMs: Define and describe the minimum liquidity coverage ratio. Describe the characteristics of high quality liquid assets (HQLA) and operational requirements for assets to qualify as HQLA. Questions: 407.1. Which objective of Basel's liquidity framework is meant to be achieved with the...