Credit Concentration in the UK Pillar II

Open Risk Academy Credit Concentration Courses
1
  • Course Code: CUK13028
  • Brief Description: 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.
  • Long Description
  • Course Link