This course is a 4 Session DeepDive into regulatory aspects around concentration risks in credit portfolios, focusing on compliance requirements of the Large Exposure Framework and the Pillar II.
The course covers the following topics:
- The regulatory framework around credit concentration risk as captured in the BIS documentation
- The Large Exposures Framework
- Regulatory requirements around Pillar II name, sector and geographic concentration risk
Course Level and Type:
|Introductory Level||Core Level||Advanced Level|
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