ICAAP and ILAAP guidelines for European Banks
7 mins read What is ICAAP? Internal Capital Adequacy Assessment. Internal Capital Adequacy Assessment Process (ICAAP) is an internal review requirement that evaluates
7 mins read What is ICAAP? Internal Capital Adequacy Assessment. Internal Capital Adequacy Assessment Process (ICAAP) is an internal review requirement that evaluates
3 mins read Economic Capital – Everything you ever wanted to know but were afraid to ask. For the last seventeen years I
4 mins read So far we have presented two methods for estimating Economic Capital. The first uses the worst case change in Shareholders
3 mins read Risk Models, Option Pricing & Bank Regulation training for practitioners A typical MBA program allows a candidate to take a
5 mins read Basel II, Basel III & the Financial Crisis – Bull by the Horns – a review. Bull by the Horns:
3 mins read It has not been a good month for Wall Street. On February 4th, Michael Lewis came out with guns blazing