Category: Operational Risk

In this video from the FRM Part 2 curriculum (Operational Risk section), we explore the differences between two buffers introduced as part of the Basel III guidelines – the Capital Conservation Buffer and Countercyclical Buffer.

In this video from FRM Part 2 curriculum, we take a look at what is model risk and how model risk arises in the implementation of a model.

In this short video from FRM Part 2, we take a quick look at how VaR is impacted by Transaction or Asset liquidity, and then finally differentiate between Exogenous and Endogenous liquidity.