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Optional Readings

FRM Online Readings

OPERATIONAL RISK AND RESILIENCY

Basel Readings
Candidates are expected to understand the objective and general structure of important international frameworks and general application of the various approaches for calculating minimum capital requirements, as described in the Operational Risk readings 1 through 25. Candidates interested in the complete regulatory framework can review the following:

“Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework Comprehensive Version,” (Basel Committee on Banking Supervision Publication, June 2006).*
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“Basel III: A global regulatory framework for more resilient banks and banking systems—revised version,” (Basel Committee on Banking Supervision Publication, June 2011).*
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“Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools,” (Basel Committee on Banking Supervision Publication, January 2013).*
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“Revisions to the Basel II market risk framework—updated as of 31 December 2010,” (Basel Committee on Banking Supervision Publication, February 2011).*
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“Basel III: The net stable funding ratio.” (Basel Committee on Banking Supervision Publication, October 2014).*
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“Minimum capital requirements for market risk” (Basel Committee on Banking Supervision Publication, January 2016).*
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“Basel III: Finalising post-crisis reforms,” (Basel Committee on Banking Supervision Publication, December 2017).*
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