<b>PDF & EXCEL</b><b>Videos</b>
- ALM – Crash Course
- ALM – Crash Course – EXCEL Examples (Examples include: Cost to close liquidity gaps, Cost to close interest rate risk, Earnings at risk, Market value of equity)
- Basel III – Liquidity Framework
- Basel & ICAAP – Package
- Calculating VaR – Includes case study
- Calculating VaR – EXCEL Example
- Collateral Valuation in Credit Risk Management
- Duration Convexity – EXCEL Example
- ICAAP – Overview & Core Concepts
- ICAAP Sample Report Template & Executive Summary
- ICAAP – Credit EXCEL Example
- Setting Counterparty Limits
- Setting Limits – EXCEL Example