This presentation discusses specific risk types, including credit risk, market risk and operational risk; definitions; the role of measurement; data and tools; self assessments; Risk and Control Self Assessment (RCSA) programs; key risk indicators (KRIs) and data collection strategy.
The presentation focuses on market disruption, international supervisory efforts, lessons learned, overview of the 2008 Basel Liquidity Principles and looking forward.
The presentation describes risk management failures and what went wrong in the current crisis, supervisors and stress testing for Basel II, examples of risk classes, principles and challenges.
This is a presentation about credit risk management, including lending controls, process, key information, sampling of loan files, loan rating objectives and credit grading systems.