Credit risk in Basel III: Risk-weighted assets explained (Excel)

How to calculate risk-weighted assets for credit risk in Basel III? Today we are discussing the main concepts behind the risk weights, treatment of different assets and the logic behind it, and perform the calculation of Tier 1 capital ratio by using a real world example of Royal Bank of Scotland.
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[@corradoforza]

Beautiful video! Video suggestion: principal component analysis

[@gtampako]

+1, and how can use pca in rates to create scenarios, valuations etc

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@rickyricardo75]

hi, are you planning to do something with "Continuous-time (volatility) diffusion with Jumps"?

[@nurihassuna9174]

can't find the spreadsheet

[@mohamadyaserarafat589]

Wondering if it applicable for supervisory test for central counterparties

[@adibyaserahmed9684]

Hi great content but would appreciate if you can talk a bit slower :)