In preparation for the lecture "The Basel III Internal Model Method and Beyond"

Post date: Oct 25, 2015 6:04:56 PM

http://www.global-fmi.com/marcusevans-conferences-event-details.asp?EventID=22304#.ViZXu9KrTGg

- Capital Structure

- Basel regulations: models setup (VaR, PFE/CCR, Capital, ECap)

- Basel-2 to 2.5

- Basel-3: implementation and relation to accounting (CVA to XVAs)

- IRRBB, FRTB and beyond (?)