Visual representation of different topic of credit concentration in a portfolio

This course is a 4 Session DeepDive into regulatory aspects around concentration risks in credit portfolios, focusing on compliance requirements of the Large Exposure Framework and the Pillar II. The course covers the following topics:

  • The regulatory framework around credit concentration risk as captured in the BIS documentation
  • The Large Exposures Framework
  • Regulatory requirements around Pillar II name, sector and geographic concentration risk

Course Level and Type:

Introductory Level Core Level Advanced Level
Non-Technical DeepDive
CRP13026
Technical