All Posts

All Basel II & III Posts

  1. Collateral Recognition and Counterparty Credit Risk
  2. Capital Adequacy – Credit Risk Weights for Internal Ratings Based & Advanced Measurement Approaches
  3. Revisions to Capital Adequacy Regulations in the US
  4. Comprehensive Capital Analysis and Review (CCAR) & Basel III – Overview
  5. Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
  6. BASEL III Updates – November 2014
  7. Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
  8. Basel III – Liquidity Framework – Metrics for monitoring liquidity risk
  9. Basel III – Liquidity Framework- Net Stable Funding Ratio (NSFR)
  10. Basel III – Liquidity Coverage Ratio (LCR) – The Denominator: Total Net Cash Outflows
  11. Basel III – Liquidity Framework – Liquidity Coverage Ratio (LCR) – The Numerator: Value of Stock of High Quality Liquid Assets
  12. Basel III – Liquidity framework – Introducing the supervisory approach global liquidity ratio standards
  13. Setting Risk Limits: Worst Case Loss versus Most likely loss
  14. ICAAP: Internal Capital Adequacy Assessment: Strategic and Liquidity Risk: The missing links
  15. ICAAP: Stress Test: Liquidity Risk
  16. ICAAP: Stress Test: Market Risk
  17. ICAAP: Credit Risk: Stress Test: Profitability Analysis Stress Test
  18. ICAAP: Credit Risk: Stress Test: Transition Matrix Stress Test
  19. ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
  20. ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
  21. ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
  22. ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Fall in Forced Sale Value (FSV) of mortgaged collateral
  23. ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Increase & Shift in NPL
  24. ICAAP Submission: Credit Risk: Stress Test: Non – Performing Loan (NPL) Stress Test
  25. ICAAP Submissions: Probability of Default (PD) Calculation
  26. Internal Capital Adequacy Assessment Process (ICAAP): Prevention and Limitation of Model Risks
  27. Internal Capital Adequacy Assessment Process (ICAAP): Model Risks
  28. Internal Capital Adequacy Assessment Process (ICAAP): Modeling Building Process
  29. Internal Capital Adequacy and Assessment Process (ICAAP): Report – main elements
  30. ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
  31. ICAAP: Process Requirements: Purpose, Pre-requisites, Board of Director Responsibilities and Documentation
  32. Internal Capital Adequacy Assessment Process (ICAAP): Basel II
  33. Internal Capital Adequacy Assessment Process (ICAAP): Basel II – Background: Great Depression, Regulation Q, Basel I
  34. Collateral Valuation: Credit Risk: Approaches for other assets
  35. Collateral Valuation: Credit Risk: Cost Approach for real estate
  36. Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
  37. Collateral Valuation: Credit Risk: Sales Comparison Approach for real estate
  38. Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
  39. Collateral Valuation: Credit Risk: General principles
  40. Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
  41. Collateral Valuation: Credit Risk: Collateral and Collateral Law
  42. Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
  43. Collateral Valuation: Credit Risk: Extent of collateral & Performance indicators for collateral
  44. Collateral Valuation: Credit Risk: Definition and Types
  45. ICAAP: Internal Capital Adequacy Assessment – Sample ICAAP report format and table of content