Home
Search results “Basel sound principles liquidity”
Principles for the Sound Management of Operational Risk
 
37:16
Training on Principles for the Sound Management of Operational Risk by Vamsidhar Ambatipudi
Basel iii, A global regulatory framework for more resilient banks and banking systems
 
05:53
http://www.basel-iii-association.com/Reading_Room.html Welcome to the Reading Room of the Basel iii Compliance Professionals Association, the largest association of Basel iii Professionals in the world. The objective of the Basel 3 reforms, is to improve the banking sector’s ability to absorb shocks, arising from financial and economic stress, whatever the source, thus reducing the risk of spillover from the financial sector to the real economy. The Basel Committee’s comprehensive reform package addresses the lessons of the financial crisis. Through its reform package, the Basel Committee aims to improve risk management and governance, as well as strengthen banks’ transparency and disclosures. A strong and resilient banking system, is the foundation for sustainable economic growth, as banks are at the centre of the credit intermediation process between savers and investors. The Basel Committee is raising the resilience of the banking sector, by strengthening the regulatory capital framework, building on the three pillars of the Basel 2 framework. The reforms raise both, the quality and quantity of the regulatory capital base, and enhance the risk coverage of the capital framework. The basel Committee is also introducing a number of macroprudential elements into the capital framework, to help contain systemic risks. It is critical that banks’ risk exposures are backed by a high quality capital base. The crisis demonstrated that credit losses and writedowns, come out of retained earnings, which is part of banks’ tangible common equity base. It also revealed the inconsistency in the definition of capital across jurisdictions, and the lack of disclosure, that would have enabled the market to fully assess and compare the quality of capital between institutions. To this end, the predominant form of Tier 1 capital, must be common shares and retained earnings. Innovative capital instruments, with an incentive to redeem, through features such as step-up clauses, will be phased out. Supervisory authorities must be able to assure themselves, that banks using models, have risk management systems that are conceptually sound, and implemented with integrity. Strong capital requirements are a necessary condition for banking sector stability, but by themselves are not sufficient. A strong liquidity base, reinforced through robust supervisory standards, is of equal importance. Before Basel 3, we had no internationally harmonised standards in this area. The Basel Committee is introducing internationally harmonised global liquidity standards. As with the global capital standards, the liquidity standards will establish minimum requirements, and will promote an international level playing field, to help prevent a competitive race to the bottom. During the early “liquidity phase” of the financial crisis, many banks – despite adequate capital levels – still experienced difficulties, because they did not manage their liquidity in a prudent manner. The rapid reversal in market conditions, illustrated how quickly liquidity can evaporate, and that illiquidity can last for an extended period of time. The difficulties experienced by some banks, were due to lapses in basic principles of liquidity risk management. In response, as the foundation of its liquidity framework, the Committee has published the “Principles for Sound Liquidity Risk Management and Supervision.” To complement these principles, the Basel Committee has further strengthened its liquidity framework, by developing two minimum standards for funding liquidity. An additional component of the liquidity framework, is a set of monitoring metrics, to improve cross-border supervisory consistency. Do you want to learn more? Sign up to receive our monthly newsletter at no cost. Compliance with the Basel iii framework is a moving target, as regulators continue to develop new standards and regulations and amend the previous ones. The Basel iii Compliance Professionals Association is the largest association of Basel iii Professionals in the world. You can easily subscribe at the Reading Room of the association at: http://www.basel-iii-association.com/Reading_Room.html
Basel iii, Net Stable Funding Ratio (NSFR)
 
06:33
http://www.basel-iii-association.com/... Welcome to the Reading Room of the Basel iii Compliance Professionals Association, the largest association of Basel iii Professionals in the world. The Net Stable Funding Ratio is one of the Basel Committee’s key reforms, to promote a more resilient banking sector. It will require banks to maintain a stable funding profile, in relation to the composition of their assets and off-balance sheet activities. A sustainable funding structure is intended to reduce the likelihood that disruptions to a bank’s regular sources of funding, will erode its liquidity position in a way that would increase the risk of its failure, and potentially lead to broader systemic stress. The Net Stable Funding Ratio encourages better assessment of funding risk across all on- and off-balance sheet items, and promotes funding stability. During the early liquidity phase of the financial crisis starting in 2007, many banks, despite meeting the existing capital requirements, experienced difficulties, because they did not prudently manage their liquidity. The Basel Committee has further strengthened its liquidity framework, by developing two minimum standards for funding and liquidity. These standards are designed to achieve two separate, but complementary objectives. The first is to promote the short-term resilience of a bank’s liquidity risk profile, by ensuring that it has sufficient high-quality liquid assets, to survive a significant stress scenario lasting for 30 days. To that end, the Basel Committee has developed the liquidity coverage ratio. The second objective is to reduce funding risk over a longer time horizon, by requiring banks to fund their activities with sufficiently stable sources of funding, in order to mitigate the risk of future funding stress. To meet this second objective, the Committee has developed the Net Stable Funding Ratio. The Net Stable Funding Ratio is defined as the amount of available stable funding, relative to the amount of required stable funding. This ratio should be equal to at least 100% on an ongoing basis. “Available stable funding” is defined as the portion of capital and liabilities, expected to be reliable over the time horizon considered by the Net Stable Funding Ratio, which extends to one year. The amount of "Required stable funding" of a specific institution, is a function of the liquidity characteristics and residual maturities of the various assets held by that institution, as well as those of its off-balance sheet (OBS) exposures. The Basel Committee on Banking Supervision has also issued the final Net Stable Funding Ratio disclosure standards, following the publication of the Net Stable Funding Ratio. This requirement will improve the transparency of regulatory funding requirements, reinforce the Principles for sound liquidity risk management and supervision, strengthen market discipline, and reduce uncertainty in the markets as the Net Stable Funding Ratio is implemented. It is important that banks adopt a common public disclosure framework, to help market participants consistently assess banks' funding risk. To promote the consistency and usability of disclosures related to the Net Stable Funding Ratio, the Basel Committee has agreed that internationally active banks in all Basel Committee member jurisdictions, will be required to publish their Net Stable Funding Ratios according to a common template. In parallel with the implementation of the Net Stable Funding Ratio standard, supervisors will give effect to these disclosure requirements, and banks will be required to comply with them from the date of the first reporting period after the 1st of January 2018. Do you want to learn more? Sign up to receive our monthly newsletter at no cost. Compliance with the Basel iii framework is a moving target, as regulators continue to develop new standards and regulations and amend the previous ones. The Basel iii Compliance Professionals Association is the largest association of Basel iii Professionals in the world. You can easily subscribe at the Reading Room of the association at: http://www.basel-iii-association.com/...
What is Basel?
 
01:16
Welcome to the Investors Trading Academy talking glossary of financial terms and events. Our word of the day is “Basel” An attempt to reduce the number of bank failures by tying a bank's capital adequacy ratio to the riskiness of the loans it makes. For instance, there is less chance of a loan to a government going bad than a loan to, say, an internet business, so the bank should not have to hold as much capital in reserve against the first loan as against the second. The first attempt to do this worldwide was by the Basel committee for international banking supervision in 1988. However, its system of judging the relative riskiness of different loans was crude. For instance, it penalized banks no more for making loans to a fly-by-night software company in Thailand than to Microsoft; no more for loans to South Korea, bailed out by the IMF in 1998, than to Switzerland. In 1998, "Basel 2" was proposed, using much more sophisticated risk classifications. However, controversy over these new classifications, and the cost to banks of administering the new approach, led to the introduction of Basel 2 being delayed until (at least) 2005. By Barry Norman, Investors Trading Academy - ITA
What is SHIFTABILITY THEORY? What does SHIFTABILITY THEORY mean? SHIFTABILITY THEORY meaning
 
03:44
What is SHIFTABILITY THEORY? What does SHIFTABILITY THEORY mean? SHIFTABILITY THEORY meaning - SHIFTABILITY THEORY definition - SHIFTABILITY THEORY explanation. Source: Wikipedia.org article, adapted under https://creativecommons.org/licenses/by-sa/3.0/ license. SUBSCRIBE to our Google Earth flights channel - https://www.youtube.com/channel/UC6UuCPh7GrXznZi0Hz2YQnQ In banking, shiftability is an approach to keep banks liquid by supporting the shifting of assets. When a bank is short of ready money, it is able to sell or repo its assets to a more liquid bank. Prior to the concept of shiftability, the orthodox theory of banking limited banks to making short-term commercial loans to help producers of goods during their business cycles. For example, apple farmers may require short-term financing until the crop is ready for sale. This theory postulates that by making short-term commercial transactions that will mature in a timely manner will keep banks in a ready state to meet the demands of their depositors. Although banking at the time was not a new concept, what had changed was that deposits had become the primary liability of banks. In 1830 the capital of banks was about three times the deposits, but less than one hundred years later depositors had come to represent approximately 68 percent of the equity in banks. This increase in the proportion of deposits had many worried about the possibility of a run on the banks and the inability to get much needed cash. It was shown that short-term commercial lending oftentimes did not mature or liquidate at maturity due to changing business cycles. Growing opposition began to showcase the need for an improved banking system that could avoid forced liquidation of this short-term paper that came about more or less periodically. It proposed that banks, rather than relying on the liquidity of these assets in a crisis, should be able to shift these earning assets to another institution with a better cash position thereby creating the reserves needed. This ability to shift assets provides liquidity to otherwise non-liquid assets. The key piece of legislation that led to this reality was the Banking Act of 1935. One of its amendments provided that, a federal reserve bank may discount any commercial, agricultural or industrial paper for liquidity purposes. It also allowed necessary advances to its member banks secured by "any sound asset" that would otherwise be described as ineligible by the orthodox theory to provide bank reserves. Although there was much resistance to this idea and many believed it would be better to return to pre-war practices, it was Marriner Stoddard Eccles, an author of the Banking Act of 1935, that continued to push that bank asset liquidity in times of stress was dependent on the ability of a Central bank to exchange those assets for currency or credit. One shortcoming of the Shiftability Theory, similar to one that led the banking system away from the orthodox theory, was that in times of stress or crisis, the effectiveness of these assets for liquidity purposes goes away as there is no market for them. If all banks are looking to liquidate assets, they are doing so at a cost because it would be difficult to find buyers, meaning lower prices for the assets and ultimately by doing so would not leave the banking system as a whole in a more liquid condition.
Views: 339 The Audiopedia
Refresher on Risk Management for Islamic Banks
 
05:11
Refresher on Risk Management for Islamic Banks
Operational Risk & Basel Certificate-Level 1 Online Course
 
04:50
Operational Risk & Basel Certificate-Level 1 Online Course at: http://www.ethanhathaway.com/online-courses/operational-risk-basel-certificate-level-1. This video lesson introduces you to What are Risks? This is a sample lesson from the full Operations Risk & Basel Certificate-Level1 online course. http://youtu.be/6f7HI5JDKtQ
Views: 704 Ethan Hathaway
Basel Committee & Basel Core Principles
 
05:11
-- Created using PowToon -- Free sign up at http://www.powtoon.com/youtube/ -- Create animated videos and animated presentations for free. PowToon is a free tool that allows you to develop cool animated clips and animated presentations for your website, office meeting, sales pitch, nonprofit fundraiser, product launch, video resume, or anything else you could use an animated explainer video. PowToon's animation templates help you create animated presentations and animated explainer videos from scratch. Anyone can produce awesome animations quickly with PowToon, without the cost or hassle other professional animation services require.
Views: 97 Miss Q
Liquidity and Leverage
 
01:20:36
Training on Liquidity and Leverage by Vamsidhar Ambatipudi
Liquidity Regulation and the Risk of Runs
 
01:02:26
Douglas Diamond explains why incentivizing banks to hold extra liquid assets could prevent bank runs, and shows how new liquidity regulations can be improved.
BASEL 3 : International framework for liquidity risk management, standards & monitoring
 
15:02
http://www.qcfinance.in/ Course Link CFA L1/L2 FRM Part I/CQF - https://www.wiziq.com/course/77618-opt-your-choice-cfa-level-i-cfa-level-ii-frm-part-i-cqf
Views: 151 Satyadhar Joshi
Basel Committee on Banking Supervision
 
04:53
The Basel Committee on Banking Supervision (BCBS) is a committee of banking supervisory authorities that was established by the central bank governors of the Group of Ten countries in 1974. It provides a forum for regular cooperation on banking supervisory matters. Its objective is to enhance understanding of key supervisory issues and improve the quality of banking supervision worldwide. The Committee also frames guidelines and standards in different areas - some of the better known among them are the international standards on capital adequacy, the Core Principles for Effective Banking Supervision and the Concordat on cross-border banking supervision. The Committee's members come from Argentina, Australia, Belgium, Brazil, Canada, China, France, Germany, Hong Kong SAR, India, Indonesia, Italy, Japan, Korea, Luxembourg, Mexico, the Netherlands, Russia, Saudi Arabia, Singapore, South Africa, Spain, Sweden, Switzerland, Turkey, the United Kingdom and the United States. The Committee's Secretariat is located at the Bank for International Settlements (BIS) in Basel, Switzerland. However, the BIS and the Basel Committee remain two distinct entities. This video is targeted to blind users. Attribution: Article text available under CC-BY-SA Creative Commons image source in video
Views: 7899 Audiopedia
TYPES OF BANKS RISK - LIQUIDITY RISK | basic in tamil
 
06:45
Plz subscribe for more info Like - share - comment your views Insta - hariharan_sivakumar Whatsapp - 9787629977
Stress testing Banks
 
22:35
Training on Stress testing Banks by Vamsidhar Ambatipudi
13. Banks
 
01:13:23
Financial Markets (2011) (ECON 252) Banks are among our enduring of financial institutions. Their survival in so many different historical periods is testimony to their importance. Professor Shiller traces the origins of interest rates from Sumeria in 2000 BC, to ancient Greece and Rome, up to the Song Dynasty in China between the 10th and the 12th century. Subsequently, he looks at banking in Italy during the Renaissance and at the goldsmith bankers in 16th and 17th century England. Banks have survived so long because they solve adverse selection and moral hazard problems. Additionally, he covers Douglas Diamond's and Philip Dybvig's model, which does not only analyze the banks' role for liquidity provision, but also reveals the possibility of bank runs. This leads Professor Shiller to deposit insurance as a means to prevent bank runs. He discusses the Federal Deposit Insurance Corporation as well as the Federal Savings and Loans Insurance Corporation, together with the role that the latter played during the savings and loan crisis of the 1980s. The necessity to regulate banks in the presence of deposit insurance results in a discussion of the role of the Basel commission and an explicit calculation to illustrate the core principles of Basel III. At the end, Professor Shiller provides an overview of financial crises since the beginning of the 1990s, with the Mexican crisis of 1994-1995, and the Asian crisis of 1997. 00:00 - Chapter 1. Introduction 02:52 - Chapter 2. Basic Principles of Banking 10:46 - Chapter 3. The Beginnings of Banking: Types of Banks 24:00 - Chapter 4. Theory of Banks: Liquidity, Adverse Selection, Moral Hazard 33:03 - Chapter 5. Bank Runs, Deposit Insurance and Maintaining Confidence 41:07 - Chapter 6. Bank Regulation: Risk-Weighted Assets and Basel Agreements 53:27 - Chapter 7. Common Equity Requirements and Its Critics 01:02:49 - Chapter 8. Recent International Bank Crises Complete course materials are available at the Yale Online website: online.yale.edu This course was recorded in Spring 2011.
Views: 76934 YaleCourses
Standardized measurement approach for operational Risk
 
33:25
Training on Standardized measurement approach for operational Risk by Vamsidhar Ambatipudi
Views: 1340 Vamsidhar Ambatipudi
Guidance on managing outsourcing risk
 
20:59
Training on Guidance on managing outsourcing risk by Vamsidhar Ambatipudi
The Banking Conversation with Mark Lawrence (Part 1 of 3)
 
08:48
Part 1 of 3. Conversation with Mark Lawrence, chairman, risk management sub-committee, Institute of International Finance, international expert in risk management weaknesses in Basel II.
Views: 728 TheBankingInterview
Assessing the Quality of Risk Measures
 
23:43
Training on Assessing the Quality of Risk Measures by Vamsidhar Ambatipudi
Principle for the sound management of operational risk
 
12:15
http://www.qcfinance.in/ Course Link CFA L1/L2 FRM Part I/CQF - https://www.wiziq.com/course/77618-opt-your-choice-cfa-level-i-cfa-level-ii-frm-part-i-cqf
Views: 202 Satyadhar Joshi
How banks assess business risk
 
06:24
Mike Thompson, FCMC and co-author of Business Diagnostics outlines how banks assess business risk and how they will review your company before offering a business loan.
FRM Part 2 training Principles for the Sound Management of Operational Risk - demo
 
04:50
Buy Self Learning Recorded videos for FRM Part 2 training at www.pacegurus.com, Training by Vamsidhar Ambatipudi(IIMI Alumnus,PRM), for more details contact + 91 98480 12123.Support via email/phone/Skype chat. Watch more demo videos on CFA, FRM, Finance and Analytics.
Banks Leverage
 
03:31
Views: 3518 Real Fitness
FRM Part2 Estimating Liquidity Risks in Operations Risk
 
11:45
FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Operations Risk.
About Liquidity Risk - AIM statement
 
10:25
http://www.qcfinance.in/ Course Link CFA L1/L2 FRM Part I/CQF - https://www.wiziq.com/course/77618-opt-your-choice-cfa-level-i-cfa-level-ii-frm-part-i-cqf
Views: 230 Satyadhar Joshi
The failure mechanics of Dealer Banks
 
28:55
Training on The failure mechanics of Dealer Banks by Vamsidhar Ambatipudi
Bank Training Program: Stress Testing
 
01:59
This is an extract from my comprehensive bank training program Complete ALCO Blueprint
Views: 155 Howard Lothrop
FRM Part2 Liquidity and Leverage in Operations Risk
 
12:36
FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Operations Risk.
5 "Must Haves" for the CCAR Stress Testing Banks
 
04:27
Watch Bob Durante, Director of S&P Capital IQ Solutions and Services, discuss the 5 "Must Haves" for the CCAR Stress Testing Banks. To learn more about our Stress Testing Capabilities - https://www.capitaliq.com/home/what-we-offer/information-you-need/credit-risk-solutions/stress-testing.aspx
Operations Risk Data and Governance
 
51:10
Training on Operations Risk Data and Governance by Vamsidhar Ambatipudi
The Lending Decision Process
 
04:06
Courtesy of RMA University Online, the first series of courses—The Lending Decision Process—offers a sound foundation in the basics of commercial lending and credit. Through Web-based, audiovisual features, these courses present the analytical and decision-making techniques needed to make sound credit decisions using financial accounting, financial statement analysis, and cash flow analysis. The courses are licensed as a complete library (all 17) or as six separate series.
Views: 1534 RMA1914
Stress Testing - Stress Testing Framework
 
02:18
In Part 3, to create a viable stress testing framework we need the following elements: * Pool of Metrics -- elements or items that need to be measured * Benchmark value for metrics -- ranges and threshold for metrics being measured * Set of extreme scenarios or a extreme dataset -- a collection of scenarios that will be used to test * Tests for stability - A definition of stability and a test * Tests for probability of survival * A list of core risk factors * An initial crisis management plan * A criteria for evaluating the crisis management plan Please checkout http://financetrainingcourse.com/education/ for more videos.
Views: 3347 FinanceTrainingVideo
Multiple Choice
 
00:18
http://subjectexperts.blogspot.in/2013/08/multiple-choice_582.html 1. Money multiplier depends on: A. Reserve requirement B. Bank's desire to hold excess reservers C. Public's desire to hold currency D. All of the above 2. Changes in the amount of money in the economy are related to changes in all but: A. Interest rate B. Diversity rates C. Inflation rates D. Monetary policy 3. Financial markets are essential to the operation of our economic system because they do all but one of the following: A. Derive their value from an underlying security B. Offer savers and borrowers liquidity C. Pool and communicate information through prices D. Allow for the sharing of risk 4. The six core principles include all but: A. Time has value B. Risk requires compensation C. Instability improves welfare D. Market develop prices and allocate resources 5. Bond prices(and yields) are determined by supply and demand in the bond market. the demand for bonds increases when: A. Wealth falls B. Expected future interest rises C. Expected inflation falls D. Government needs to borrow more 6. The current yield is: A. Coupon rate divided by price B. Coupon rate divided by face value C. Coupon rate divided by principle value D. Present value of bond future payments at a price of zero 7. The term structure of interest rates is the relationship between time to maturity and : A. Coupon yield to maturity B. Current yield to maturity C. Average yield to maturity D. Yield to maturity 8. Stock prices are a central element in a market economy because they: A. Provide equity B. Crashes distort the economy C. Ensure resources flow to profitable areas D. Act as the other side of bonds 9. The intrinsic and time value of an option depend on all but: A. Strike price B. Original price of option C. Price and volatility of underlying asset D. Time to expiration 10. The real exchange rate is strongly related to the: A. Purchasing power parity B. Technical specifications C. Basel accords D. Government yield rate 11. Adverse selection means: A. Borrower may not use the borrowed funds productively B. Borrower safeguards the funds in an improper location C. Least creditworthy borrowers are the ones who borrow D. The problem of distinguishing a good credit risk from a bad credit risk 12. The risks faced by banks in day to day operations include: A. Default B. Liquidity C. Credit D. All of the above 13. Banks assets are all but A. Loans B. Deposits C. Reserves D. Securities 14. Banks make a profit for their owners. banks typically measure their own profitability by all except: A. Interest coverage B. Net interest income C. Net interest margin D. Return on assets 15. All of the following are non-depository institutions except: A. Banks B. Insurance companies C. Pension funds D. Finance companies 16. A bank run can place a bank into which of the following positions? A. Illiquidity B. Stability C. Receivership D. None of the above 17. Government is involved in every part of the financial system. government officials may intervene in the financial system in order to do all but: A. Protect small depositors B. Protect large depositors C. Safeguard stability of the financial system D. Government can intervene to do all of the above 18. Functions of the modem central bank is to do all but: A. Adjust interest rates and other tools to control quantity of money and credit in the economy B. Assure a free market economy without regulation C. Oversee the financial system D. Lend to sound banks during times of stress 19. The federal open market committee: A. Sets discount rate B. Has 12 voting menbers C. Is controlled largely by the chair D. All of the above 20. Idiosyncratic risk is:
Views: 76 Steve Johnsom
FRM Part2 Revisions to the BASEL II Market Risk Framework in Operations Risk
 
01:56
FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Operations Risk.
Short introduction to cost risk modelling
 
04:06
A brief summary of common methods for assessing cost contingencies For more resources or contact details see www.Broadleaf.com.au
Views: 812 Stephen Grey
BB-1104 Business & Management 2016 - Entrepreneurship/Choosing Form of Business Ownership
 
08:17
This video is the final assignment for the module BB-1104 Business and Management. The members of this video assignment consist of: 13B4042 Dk Atiyah Najwa binti Pg Hj Mohd Amin 15B8701 Abdul Mu’iz bin Karim 15B8772 Nur Farahana binti Abdul Ladin 15B8783 Nur Haziqah Jahirah binti Haji Osman 15B8884 Nur Sa’adatul Nadiah Binti Haji Awang Abdullah 16B1035 Muhammad Aiman Abdul Azeem Bin Norazman 16B1054 Nur Hidayatul Nadhirah binti Haji Sijol 16B1061 Tan Pauline 16B1068 Amal Nazurah binti Mahzan All characters and stories portrayed are fictional. Any similarities to actual events, name of the company or persons are purely coincidental. Music: http://www.bensound.com/royalty-free-music
Views: 377 Haziqah J Osman
Observations on Developments in Risk Appetite Frameworks and IT Infrastructure
 
43:48
Training on Observations on Developments in Risk Appetite Frameworks and IT Infrastructure by Vamsidhar Ambatipudi
FRM Part2 Volatility Smiles in Market Risk
 
02:05
May 2015 FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Market Risk.
FRM Part2Operational Risk Supervisory Guidelines for the advanced Measurement approaches
 
06:02
FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Operations Risk.
Market Risk Analysis: Volume I
 
02:36
Acclaimed author on the subject Professor Carol Alexander introduces the first volume of the Market Risk analysis series, titled Quantitative Methods in Finance.
Views: 10890 WileyFinance1
SCENARIO-PT-Scenario-Analysis-Stress-Testing.wmv
 
00:33
www.finance-power-tools.net SCENARIO-PT intends to support the investment management process with fast and easy stress testing of financial spreadsheet models with scenario designing, administration, and results presentation delivery, allowing fast and efficient project review at executive levels. sound adopted from www.jewelbeat.com
Views: 89 FINANCEPOWERTOOLS
FRM Part2 Message from the Academic Literature in Market Risk
 
02:56
FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Market Risk.
FRM Part2 Enterprise Risk Management Theory and Practice in Operations Risk
 
02:53
FRM Part 2 training at pacegurus.com by Vamsidhar Ambatipudi on Operations Risk.
Leveraging The Bank
 
04:31
Learn to leverage your position with the bank and gain an advantage
Views: 2435 sdstobbe
Structured Credit Risk part 2
 
08:32
Training on Structured Credit Risk by Vamsidhar Ambatipudi
FRM Part 2 training The failure mechanics of Dealer Banks - demo
 
02:55
Buy Self Learning Recorded videos for FRM Part 2 training at www.pacegurus.com, Training by Vamsidhar Ambatipudi(IIMI Alumnus,PRM), for more details contact + 91 98480 12123.Support via email/phone/Skype chat. Watch more demo videos on CFA, FRM, Finance and Analytics.
New Director Education Series: Risk Management Examinations
 
11:09
The FDIC's New Director Education Series provides new bank directors with information to prepare them for their important fiduciary role. The first three videos in this series address the roles and responsibilities of a director told from a seasoned community bank director's point of view. The remaining three videos provide information about the FDIC's Risk Management and Compliance Examination Processes, as told from an experienced FDIC bank examiner's point of view. This video provides an overview of the six areas assessed during a Risk Management Examination. These components are known by the acronym CAMELS, which includes (C)apital, (A)sset Quality, (M)anagement, (E)arnings, (L)iquidity, and (S)ensitivity to Market Risk. The examiner discusses how each of the CAMELS components is assessed and the use of a numeric rating system to convey the condition of the bank.
Views: 8865 FDICchannel