In preparation for the lecture "The Basel III Internal Model Method and Beyond"
Post date: Oct 25, 2015 6:04:56 PM
- 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 (?)