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RCSA Process

RCSA Case study

RCSA Case study and Example. A simplified RCSA case study that showcases how the RCSA process works. We have been engaged to conduct a risk control self-assessment exercise for the front office treasury group at a bank. We are following the RCSA process presented below. RCSA case study

Attributes of Economic Capital Model

Economic Capital for banking industry

Economic Capital – Everything you ever wanted to know but were afraid to ask. For the last seventeen years I have hated conversations with board members around economic capital. It is perfectly acceptable to discuss Market risk, Credit risk or interest rates mismatch in isolation

Economic Capital - Case Study using Goldman, JP, Wells & Citi datasets

Calculating Economic Capital – A Case Study

Method One Our alternate model for calculating Economic Capital comes in a multiple variation. We do a detailed presentation for method one, followed by smaller posts on each variation. Method one use changes in Shareholders equity as reported in publicly disclosed financial statements to build

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Liquidity Risk Management Case Study: Lehman Brothers

Between 2003 and 2004 Lehman Brothers acquired five mortgage lenders including the subprime originator BNC Mortgage LLC and Alt- A mortgage originator Aurora Loan Services. During the house price bubble these acquisitions contributed to Lehman achieving record revenues and becoming the fastest growing investment bank

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