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CPDV 402. Risks and Capital for Banks 2.

Credits: 3
Offered by: Career & Professional Develop (School of Continuing Studies)
This course is not offered this catalogue year.

Description

This course deals with the measurement of credit and operational risks and the Top of the House regulatory and economic capital. Case studies of the 2008-2009 financial crisis, stress testing and back testing of bank capital, and model validation will be discussed.
  • Prerequisite: CPDV 400

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