Counterparty Credit Risk – How Regulators are raising the bar in the wake of the Archegos default.
FRTB Internal Models Method (IMM) for Counterparty Credit Risk
PRMIA: 取引相手の信用リスクと信用価値の調整 (Jon Gregory 著).wmv
Market & Counterparty Capital Charge | Basel | FRTB | SA-CCR | XVA
Quantifi and Risk Dynamics Webinar - Managing Counterparty Credit Risk Capital Charge
International Basel IV-Channel, New disclosure requirements, 10th March 17
バーゼル III ガイドライン - リスクの種類。信用リスク、オペレーショナルリスク、市場リスク S1-E4
International Basel IV-Channel, Revisions to SA for Credit Risk, April 29th
Basel III Guideline - Standardized Approach/ Credit risk methodology S1-E5
Solving BCBS-185 with Machine Learning
リスク管理レッスン 6B: 信用リスクの紹介、標準化されたアプローチ、および IRB。
Vskills によるトップの財務リスク管理インタビューの質問と回答
モジュール B - リスク管理 - トピック 10 パート 3
International Basel IV-Channel, SA-CCR and CVA Risk Charge, 30 Sept. 2016
Risk Management and Basel 2 & 3 | JAIIB | PPB
International Basel IV Channel: The standardized approach for credit risks, 11.11.2019
Basel IV from an Australian perspective: Basel III Reforms ("Basel IV")
Webinar | Adopting & Implementing Basel-IV | What, Why & How
Revised Version_Basel IV Channel: CRR II - Finalisation of Basel III and 50 % "Basel IV", 2nd Dec.16