Visual representation of credit concentrations in a UK portfolio

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. It covers the following topics:

  • The UK regulatory context around credit risk concentration and how the issue is represented in requirements and regulatory guidance
  • The use of concentration metrics for ICAAP

Course Level and Type:

Introductory Level Core Level Advanced Level
Non-Technical DeepDive
CUK13028
Technical