My Lectures

01/15/12

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BPP Professional Education

Hedging Techniques, 2010, 2011

Financial Analysis, 2011

 

CFA Romania

Financial Derivarives, 2010 Presentation Ro

Risk Management for Investment Funds, 2010 Presentation Ro

 

CFA Level I Study Groups  Google  LinkedIN

CFA Level II Study Groups  Google  LinkedIN

CFA Level III Study Groups  Google  LinkedIN

 

Risk Management - Doctoral School of Finance and Banking, DOFIN

1. Market Risk Management

  • Codirlasu, Adrian (2009) Market Risk Management Presentation Ro

  • Codirlasu, Adrian (2007) Market Risk Amendment to Basel Capital Accord Ro

  • Codirlasu, Adrian (2007) Value-at-Risk Models   Ro  Presentation Ro Data

  • Codirlasu, Adrian (2009) Managing Interest Rate Risk Presentation Ro

  • Basle Committee on Banking Supervision (1996) Amendment to the Capital Accord to Incorporate Market Risks En 

  • JP Morgan, Reuters (1996) RiskMetrics Technical Document 4th Edition Part 1  Part 2  Part 3  Part 4  Part 5

  • Mina, Jorge, Jerry Xi Xiao (2001) Return to Riskmetrics: The Evolution of a Standard En 

2. Basel II Capital Accord

  • Basle Committee on Banking Supervision (1988) International Convergence of Capital Measurement and Capital Standards En

  • Basle Committee on Banking Supervision (2004) International Convergence of Capital Measurement and Capital Standards, A Revised Framework Part 1  Part 2  Part 3  Part 4

  • Codirlasu, Adrian (2007) Credit Risk Management According to Basel II Ro Presentation Ro

3. Credit Risk Mitigation

  • Codirlasu, Adrian (2007) Using Credit Derivatives to Manage Credit Risks Ro

  • Codirlasu, Adrian (2006) Credit Risk Mitigation Presentation Ro

4. Credit Risk Modeling and Measurement

  • JP Morgan, Reuters (1997) CreditMetrics Technical Document Part 1  Part 2  Part 3

  • Codirlasu, Adrian (2007) Credit Risk Modeling and Measurement Ro Presentation Ro

  • Codirlasu, Adrian (2006) CreditMetrics  Presentation Ro

  • Codirlasu, Adrian (2011) CreditPortfolioView Presentation Ro

  • Codirlasu, Adrian (2010) CreditRisk+ Presentation Ro

  • Moinescu, Bogdan and Adrian Codirlasu (2011) Households’ overdue loans: signs from the money and labor markets Presentation En Presentation RO

5. Basel II Revision

  • Basel Committee on Banking Supervision (2009) Enhancements to the Basel II Framework En

  • Basel Committee on Banking Supervision (2009) Revision to the Basel II Market Risk Framework En

  • Basel Committee on Banking Supervision (2009) Guidelines for Computing Capital for Incremental Risk in the Trading Book En

6. Basel III

  • Codirlasu, Adrian (2011) Basel III Ro Presentation Ro

  • Basle Committee on Banking Supervision (2010) Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring En

  • Basle Committee on Banking Supervision (2010) Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems En

 

Moinescu, Bogdan and Adrian Codirlasu (2009) Strategies and Instruments for Managing Banking Risks Info

 

Risk Management Group

 

Financial Derivatives - Doctoral School of Finance and Banking, DOFIN

Codirlasu, Adrian (2007) Exotic Options Ro

Bibliography for Exam Bibliography

 

Financial Derivatives Group

 

Applied Econometrics - Master in Banking Management, MSBANK

Codirlasu, Adrian, Nicolaie Alexandru Chidesciuc (2008) Applied Econometrics using Eviews 5.1, Second Edition Ro

Codirlasu, Adrian (2007) Applied Econometrics using Eviews 5.1 Ro

 

Applied Econometrics Group

 

Advanced Econometrics - Risk Academy, Master Program in Risk Management in Financial Transactions

 


Banking Regulation and Supervision - Master in Banking, Romanian-American University

Basel II Capital Accord

  • Basle Committee on Banking Supervision (1988) International Convergence of Capital Measurement and Capital Standards En

  • Basle Committee on Banking Supervision (2004) International Convergence of Capital Measurement and Capital Standards, A Revised Framework Part 1  Part 2  Part 3  Part 4

  • Codirlasu, Adrian (2007) Credit Risk Management according to Basel II Ro Presentation

  • Codirlasu, Adrian (2007) Credit Risk Modeling and Measuring Ro Presentation

Market Risk Management

  • Codirlasu, Adrian (2009) Market Risk Management Presentation

  • Codirlasu, Adrian (2007) Market Risk Amendment of the Basel Capital Accord Ro

  • Basle Committee on Banking Supervision (1996) Amendment to the Capital Accord to Incorporate Market Risks En 

  • Codirlasu, Adrian (2007) Value-at-Risk Models   Ro  Presentation Data

  • Codirlasu, Adrian (2009) Managing Interest Rate Risk Presentation

Basel II Revision

  • Basel Committee on Banking Supervision (2009) Enhancements to the Basel II Framework En

  • Basel Committee on Banking Supervision (2009) Revision to the Basel II Market Risk Framework En

Basel III

  • Codirlasu, Adrian (2011) Basel III Ro Presentation Ro

  • Basle Committee on Banking Supervision (2010) Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring En

  • Basle Committee on Banking Supervision (2010) Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems En

 

Alexandru Chidesciuc, Nicolaie, Adrian Codirlasu (2010) Banking Regulation and Supervision, Second Edition

 

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This site was last updated 01/15/12