market-risk-capital

  1. Nicole Seaman

    P2.T5.23.8 Fundamental Review of the Trading Book (FRTB)

    Learning objectives: Describe the changes to the Basel framework for calculating market risk capital under the Fundamental Review of the Trading Book (FRTB) and the motivations for these changes. Compare the various liquidity horizons proposed by the FRTB for different asset classes and explain...
    • Nicole Seaman
    • Thread
    • asset-classes banking-book basel-framework classifications-of-positions expected-shortfall frtb fundamental-review-of-the-trading-book liquidity-horizons market-risk-capital
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T7.20.7. Capital regulation before the global financial crisis (1st of 2)

    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...
    • Nicole Seaman
    • Thread
    • basel-1-regulations basel-amendments credit-exposure key-risk-exposures market-risk-capital regulatory-capital-requirements risk-weighted-assets
    • Replies: 0
    • Forum: FRM® Practice Questions
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