Basel Capital Framework Risk Parameter Impact Assessment
Автор: Mr.Anavankot
Загружено: 2025-06-09
Просмотров: 46
Ever wondered why two loans with the same default chance can carry wildly different capital charges?
In this short slide-video we visualise the Advanced IRB formula and show how Loss Given Default (LGD) moves Risk-Weights about 10× faster than Probability of Default (PD).
What you’ll learn in under 2 minutes:
Why a 10 % LGD swing hits capital harder than a 1 % PD swing
How LGD & PD act on separate “gears,” letting banks optimise collateral even when credit quality is fixed
Dataset: anonymised transactional records from our in-house RWA calculator.
Tools: Advanced IRB formula + ChatGPT for analytics & visuals.
BaselIII, CreditRisk, RiskWeight, LGD, PD, AdvancedIRB, BankCapital, RiskManagement, FinanceEducation, ChatGPTAnalytics
#BaselIII #CreditRisk #LGD
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