CPDV 400. Risks and Capital for Banks 1.
Credits: 3
Offered by: Career & Professional Develop (School of Continuing Studies)
This course is not offered this catalogue year.
Description
This course covers classification of financial risks in banking, the concepts of risk-based regulatory and economic capital, and the evolution of the Basel II regulatory process. The basic relevant statistical tools including the Value at Risk measure, the measurement of market and interest rate risks will be presented.
- Prerequisites: CFIN 300 and CMSC 221 and MGCR 341