Basel on Credit Concentration Risk

Course Description
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Visual representation of different topic of credit concentration in a portfolio

Summary

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.

Content

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
Non-Technical CRP13026
Technical

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Discussion @ the Commons