ALM, Risk and Simulation Models – Training, Study Guides, Templates
All Posts
All Basel II & III Posts
- A regulator looks at Basel II, Basel III & the Financial Crisis - Bull by the Horns by Sheila Bair
- Probability of Shortfall and Expected Shortfall with or without Basel III - Financial Risk Management Training Course - Day Three Update
- Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
- Basel III – Liquidity Framework – Metrics for monitoring liquidity risk
- Basel III – Liquidity Coverage Ratio (LCR) – The Denominator: Total Net Cash Outflows
- Basel III – Liquidity Framework – Liquidity Coverage Ratio (LCR) – The Numerator: Value of Stock of High Quality Liquid Assets
- Basel III – Liquidity framework – Introducing the supervisory approach global liquidity ratio standards
- Setting Risk Limits: Worst Case Loss versus Most likely loss
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- ICAAP: Internal Capital Adequacy Assessment: Strategic and Liquidity Risk: The missing links
- Finance Training Course – Course Outline – Basel II – Myths, Challenges and Question Marks
- Finance Training Course – Course Outline – Economic Capital, Limit Management & Basel II: Application and Practice
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment
- Finance Training Course – Course Outline – Probability of Default Models: Beyond Regulation
- Finance Training Course – Course Outline – Liquidity Management: Tools, Measures and Red Flags
- Basel III: Enhancements to Basel II: System-wide changes & Increased Stress Testing
- Basel III: Enhancements to Basel II: Firm-specific changes
- ICAAP: Stress Test: Liquidity Risk
- ICAAP: Stress Test: Market Risk
- ICAAP: Credit Risk: Stress Test: Profitability Analysis Stress Test
- ICAAP: Credit Risk: Stress Test: Transition Matrix Stress Test
- ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
- ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
- ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Fall in Forced Sale Value (FSV) of mortgaged collateral
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Increase & Shift in NPL
- ICAAP Submission: Credit Risk: Stress Test: Non – Performing Loan (NPL) Stress Test
- ICAAP Submissions: Probability of Default (PD) Calculation
- Internal Capital Adequacy Assessment Process (ICAAP): Prevention and Limitation of Model Risks
- Internal Capital Adequacy Assessment Process (ICAAP): Model Risks
- Internal Capital Adequacy Assessment Process (ICAAP): Modeling Building Process
- Internal Capital Adequacy and Assessment Process (ICAAP): Report – main elements
- ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
- ICAAP: Process Requirements: Purpose, Pre-requisites, Board of Director Responsibilities and Documentation
- Internal Capital Adequacy Assessment Process (ICAAP): Basel II
- Internal Capital Adequacy Assessment Process (ICAAP): Basel II – Background: Great Depression, Regulation Q, Basel I
- Collateral Valuation: Credit Risk: Termination or the extinguishing of Security Interest
- Collateral Valuation: Credit Risk: Enforcement of Security Interest
- Collateral Valuation: Credit Risk: Collateral Management of Security Interest
- Collateral Valuation: Credit Risk: Security Interest – creation and perfection
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation: Credit Risk: Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation: Credit Risk: General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Credit Risk: Collateral and Collateral Law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation: Credit Risk: Extent of collateral & Performance indicators for collateral
- Collateral Valuation: Credit Risk: Definition and Types
- Middle Office Review: Middle Office External review and audit
- The Derivative Middle Office: Middle Office Derivatives Business Regulations
- Middle Office review: Middle Office Target state vs. Middle Office current state analysis
- Basel Gap Analysis
- Middle Office Review: Sample Middle Office Assessment and review report
- Middle Office review: Sample middle office gap analysis report
- ICAAP: Internal Capital Adequacy Assessment – Sample ICAAP report format and table of content
- Risk Management: Sample Board Risk Policy document and Risk Policy table of content
- Online Finance – Building a business case for risk management
- The Alchemy The Alchemy Risk Management Solution Matrix