This practice question set consists of 23 pages reviewing the concepts of:
The changes implemented through the Basel III framework.
Changes to the regulatory capital framework, including changes to:
The measurement, treatment, and calculation of Tier 1 and Tier 2 capital
Risk coverage, the use of stress tests, the treatment of counter-party risk with credit valuation adjustments, the use of external ratings, and the use of leverage ratios
Changes designed to dampen the procyclical amplification of financial shocks and to promote countercyclical buffers.
Changes intended to improve the handling of systemic risk.
Changes intended to improve the management of liquidity risk including liquidity coverage ratios, net stable funding ratios, and the use of monitoring metrics.
We have also provided individual links for each question to their respective forum discussion.Shop Courses