An insider's view of Basel 3 Derivative capital in MS Excel
This course is designed for any professional who want to work in Risk/Capital management desk of an Investment Bank.
4.38 (99 reviews)
513
students
4 hours
content
Feb 2021
last update
$44.99
regular price
What you will learn
A full understanding of counterparty credit risk capital calculation for Derivatives as per Basel 3 in Excel including capital optimisation strategies.
Excel sheet provided as part of the course for conceptual understanding, doing simulations and scenario analysis.
This is currently the most hot/challenging topic for investment & commercial banks.
The course covers all the necessary concepts and integrates bank's balance sheet, Basel 3 key ratios, RWA derivation and Basel 3 derivatives capital.
The calculation involves all scenarios and simulation from scratch in Excel step by step which assumes the student needs no previous experience of Basel 3.
After this course, i can guarantee you will not only gain knowledge and appreciation of Basel 3 derivatives calculations but will know in detail how banks calculate & optimise their derivative capital.
This is not a theoretical Basel 3 course, which you will find plenty online. This is targeted for students and professionals who want a senior/consultant role in banks.
The course is for all levels from beginners to advance. This course gives you an insider's view of capital management for Derivatives.
You will also learn how banks model internal rating based risk weights using Merton and Vasicek credit risk models step by step.
Screenshots
3845256
udemy ID
2/13/2021
course created date
2/25/2021
course indexed date
Bot
course submited by