24 - Basel Ⅲ:Finalising Post-Crisis Reforms

23 - High-Level Summary of Basel Ⅲ Reforms

22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis

21 - Capital Regulation Before the Global Financial Crisis

20 - Capital Planning at Large Bank Holding Companies

19 - Range of Practices and Issues in Economic Capital Frameworks

Introduction

1 - Introduction to Operational Risk and Resilience

2 - Risk Governance

3 - Risk Identification

4 - Risk Identification

5 - Risk Mitigation

6 - Risk Reporting

7 - Integrated Risk Management

8 - Cyber-Resilience: Range of Practices

9 - Case Study: Cyberthreats and Information Security Risks

10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism

11 - Case Study: Financial Crime and Fraud

12 - Guidance on Managing Outsourcing Risk

13 - Case Study: Third-Party Risk Management

14 - Case Study: Investor Protection and Compliance Risks in Investment Activities

15 - Supervisory Guidance on Model Risk Management

16 - Case Study: Model Risk and Model Validation

17 - Stress Testing Banks

18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement

11 - Predicting Fraud by Investment Managers

10 - Performing Due Diligence on Specific Managers and Funds

9 - Hedge Funds

8 - Portfolio Performance Evaluation

7 - Risk Monitoring and Performance Measurement

6 - VaR and Risk Budgeting in Investment Management

1 - Factor theory

2 - Factors

3 - Alpha (and the Low-Risk Anomaly)

4 - Portfolio Construction

5 - Portfolio Risk：Analytical Methods

19 - Illiquid Assets

18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques

17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis

16 - The US dollar Shortage in Global Banking and International Policy Response

15 - Liquidity Transfer Pricing: A Guide to Better Practice

14 - Repurchase Agreements and Financing

13 - Managing Non-deposit Liabilities

12 - Managing and Pricing Deposit Services

7 - Monitoring Liquidity

8 - The Failure Mechanics of Dealer Banks

9 - liquidity Stress Testing

10 - Liquidity Risk Reporting and Stress Testing

11 - Contingency Funding Planning

6 - Intraday Liquidity Risk Management

5 - Liquidity and Reserves Management Strategies and Policies

4 - The Investment Function in Financial-services Management

3 - Early Warning Indicators

2 - Liquidity and Leverage

1 - Liquidity Risk

introduction

0 - Introduction

1 - Review of the Federal Reserve’s Supervision and Regulation of Silicon Valley Bank

2- The Credit Suisse CoCo Wipeout Facts, Misperceptions, and Lessons for Financial Regulation

3 - Artificial Intelligence and Bank Supervision

4 - Financial Risk Management and Explainable, Trustworthy, Responsible AI

5 - Artificial Intelligence Risk Management Framework

6 - Climate-related risk drivers and their transmission channels

7 - Principles for the effective management and supervision of climate-related financial risks

8 - Climate-related financial risks - measurement methodologies

9 - The Crypto Ecosystem： Key Elements and Risks

10 - Digital resilience and financial stability

introduction

M1 2023 Bank Failures_Preliminary lessons learnt for resolution

M2 Generative Artificial Intelligence in Finance

M3 Artificial intelligence and the economy_implications for central banks

M4 Interest Rate Risk Management by EME Banks

M5 Laying a robust macro-financial foundation for the future

M6 risk of private credit

M7 Monetary and fiscal policy safeguarding stability and trust

M8 Regulating the Crypto

M9 Digital resilience and financial stability

0 - Introduction

1 - Fundamentals of Credit Risk

2 - Governance

3 - Credit Risk Management

4 - Capital Structure in Banks

5 - Introduction to Credit Risk Modeling and Assessment

6 - Credit Scoring and Rating

7 - Credit Scoring and Retail Credit Risk Management

8 - Estimating Default Probabilities

9 - Credit Value at Risk

10 - Portfolio Credit Risk

11 - Credit Risk

12 - Derivatives

13 - Counterparty Risk and Beyond

14 - Netting, Close-out and Related Aspects

15 - Margin (Collateral) and Settlement

16 - Central Clearing

17 - Margin (Collateral) and Settlement

18 - Central Clearing

19 - Future Value and Exposure

20 - CVA

21 - The Evolution of Stress Testing Counterparty Exposures

22 - Structured Credit Risk

23 - An Introduction to Securitisation

3 - ParametricApproaches (II):Extreme Value

4 - backtesting VaR

5 - VaR Mapping

6 - Messages from the Academic Literature on Risk Management for the Trading Book

7 - Correlation Basics:Definitions, Applications, and Terminology

8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?

9 - Financial Correlation Modeling-Bottom-Up Approaches

10 - Empirical Approaches to Risk Metrics and Hedging

11 - The Science ofTerm Structure Models

12 - The Evolution of Short Rates and the Shape of the Term Structure

13 - The Art of Term Structure Model： Drift

14 - The Art of Term Structure Model Volatility and Distribution

15 - Volatility Smiles

16 - FundamentalReview of theTrading Book

2 - Non-parametric approaches

1 - Estimate market risk measurement

0 - Introduction

introduction

M1 Estimating Market Risk Measures

M2 Non-parametric Approaches

M3 ParametricApproaches (II):Extreme Value

M4 backtesting VaR

M5 VaR Mapping

M6 Validating Bank Holding Companies’ Value-at-Risk Models for Market Risk

M7 Beyond Exceedance-Based Backtesting of VaR Models

M8 Correlation Basics

M9 Empirical Properties of Correlation

M10 Financial Correlation Modeling – Bottom-up Approaches

M11 Arbitrage Pricing with Term Structure Models

M12 Expectations, Risk Premium, Convexity, and the Shape of the Term Structure

M13 The Art of Term Structure Models: Drift

M14 The Art of Term Structure Models: Volatility and Distribution

M15 The Vasicek and Gauss+ Models

M16 Empirical Approaches to Risk Metrics and Hedging

M17 Volatility Smiles

M18 Fundamental Review of the Trading Book

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