A quiz about financial regulation in the European Union. Test your knowledge about the diverse initiatives that are reshaping the financial landscape in Europe.
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | QUI29049 | ||
| Technical |
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This course is a DeepDive into the UK regulatory framework around credit risk concentrations and their treatment under Pillar II. The context is provided by Consultation Paper CP1/15 which establishes benchmark Pillar II capital add-on methodologies for all main credit concentration risk categories.
The Open Risk Academy course NPL270672 is a CrashCourse introducing the EBA NPL Templates.
We start with the motivation for the templates and the domain of credit data (to which NPL data belongs). We discuss three core classes that capture the essence of lending operations from a lenders point of view (Counterparty, Loan, Collateral). Next we explore classes that capture events in the lending relationship lifecycle (which we term NPL Scenarios). We look into the main data types: elementary data types, choice lists, arrays and unstructured text. We close with discussing some more complex issues involving graph and timeseries data.