Basel III to Basel IV | Summary of the regulations | CAR | CRAR | Market, Credit & Operational RWA
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- เผยแพร่เมื่อ 16 ก.ย. 2024
- Note:
Market risk Capital calculation under Basel IV also known as FRTB (Fundamental Review of the Trading Book)
European regulations like CRD V & CRR II are based on Basel IV
Market Risk Capital calculated for Trading Book & Credit Risk Capital for Banking Book
Comprehensive coverage of all topics
❤ great video
Nice video.. Can you please elaborate on Capital charge ( multiply with 12.5)
Brilliant video
=IF(ISNA(BV2), "Missing allocation in Magellan",
IF(BK2-BV2=0, "Matched with Magellan nominal",
IF(AND(BV2=0, ABS(BR2-BW2)
Good summary! Can I ask where CVA risk will fit in? I believe that would be Basel 4
Thank you
good job
Nice video!
Nice
Hi Dont Get Discourages "Do Videos Regularly"
How to take classes on derivatives and Risk management topics
You prolly dont care but if you're stoned like me atm you can watch all of the latest series on InstaFlixxer. Have been watching with my brother for the last weeks :)
@Porter Magnus Yea, have been watching on InstaFlixxer for months myself :D
Can you be a bit fast while speaking or writing... Painful to wait for your pauses
Lol why can't you increase your watch speed😂