Course Description

Calypso Learning Services together with the Research and Development Team has conducted Calypso - SAMR Regulation Training.

Agenda

  1. SAMR Framework as per FRTB regulation
  2. Regulatory Capital requirement as per Sensitivity Based Method, Default Risk Charge, Residual Risk Charge
  3. Calypso Solution and Analytics used to Compute Regulatory Capital
  4. New enhancements introduced in the SAMR module during the last one year
  5. SAMR New Web UI – Project details,  Current Status & its Demo

Course curriculum

  • 1

    Calypso - SAMR Regulation Training

    • SAMR-Training

    • Training Session - Day 1

    • Training Session - Day 2