Envisia
Business continuity and Operational Risk
Management of the Interest Rate in the Banking Book
Romanian Banking Institute
Financial Markets and Instruments
New Market Infrastructure for Trading Derivatives
Trading Certificate
Lectures for CEFA certification
Trading Energy Products
Cursuri Bursa
Interpreting Economic Data
Financial Instruments
Fixed Income
Derivatives
Risk Management
Market Risk
Credit Risk
Operational Risk
Liquidity Risk
Capital Requirements for Financial Institutions
Regulatory requirements for financial firms
MiFID/MiFIR
Romanian Brokers' Association
Managing of Operational Risk
Managing of Financial Risks
MiFID II courses
BPP Professional Education
Hedging Techniques
Energy Commodities - Trading and Risk Management
Financial Analysis
Advanced Financial Analysis
CFA Romania
Financial Derivarives, 2010 Presentation RO
Risk Management for Investment Funds, 2010 Presentation RO
FX and Money Markets, 2013
Fixed Income, 2013
CFA Level I Study Groups Google LinkedIN Yahoo
CFA Level II Study Groups Google LinkedIN Yahoo
CFA Level III Study Groups Google LinkedIN Yahoo
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, Jarry 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 3Part 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
Codirlasu, Adrian (2007) Credit Risk Modeling and Measurement RO Presentation RO
Codirlasu, Adrian (2007) Merton Model RO Presentation RO
Codirlasu, Adrian (2006) CreditMetrics Presentation RO
JP Morgan, Reuters (1997) CreditMetrics Technical Document Part 1 Part 2 Part 3
Codirlasu, Adrian (2011) CreditPortfolioView Presentation RO
Codirlasu, Adrian (2011) CreditRisk+ Presentation RO
Moinescu, Bogdan and Adrian Codirlasu (2011) Households’ overdue loans: signs from the money and labor markets Presentation EN Presentation RO
Moinescu, Bogdan and Adrian Codirlasu (2011) Assessing the Sectoral Dynamics of Nonperforming Loans: Singns from Financial and Real Economy Presentation Ro RO EN
5. Basel II Revision
Basle Committee on Banking Supervision (2009) Enhancements to the Basel II Framework EN
Basle Committee on Banking Supervision (2009) Revisions to the Basel II Market Risk Framework EN
Basle Committee on Banking Supervision (2009) Guidelines for Computing Capital for Incremental Risk in the Trading Book EN
6. Basel III
Mitroi, Adrian and Adrian Codirlasu (2012), New Financial Markets Regulation Framework Presentation Ro
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
Financial Derivatives - Doctoral School of Finance and Banking, DOFIN
Codirlasu, Adrian (2007) Exotic Options RO
Bibliography for Exam Bibliography
Applied Econometrics - Master in Banking Management, MSBANK
Codirlasu, Adrian and Nicolaie Alexandru Chidesciuc (2008) Applied Econometrics using Eviews 5.1, Second Edition RO
Codirlasu, Adrian (2007) Applied Econometrics using Eviews 5.1 RO
Applied Financial Econometrics Group
Advanced Econometrics - Risk Academy, Master Program in Risk Management in Financial Transactions
Codirlasu, Adrian, Bogdan Moinescu and Nicolaie Alexandru Chidesciuc (2011) Advanced Econometrics RO Presentation RO
Applied Financial Econometrics Group
Credit Risk Management - Risk Academy, Master Program in Risk Management in Financial Transactions
Moinescu, Bogdan and Adrian Codirlasu, Credit Risk Management, Mar 2013, Part 1 Part 2
Codirlasu, Adrian, Mar 2013, Managing Credit Risk in OTC Derivatives Transactions Presentation EN
Codirlasu, Adrian and Bogdan Moinescu, Nov. 2012, Credit Accelerator and Long-Term Economic Growth. Empirical Evidence from new EU Member Countries, Ppresentation RO
Codirlasu, Adrian and Bogdan Moinescu, Oct. 2012, Credit Growth, Economic Growth and Quality of Bank's Portfolios. Empirical Evidence from new EU Member Countries, Presentation RO
Moinescu, Bogdan and Adrian Codirlasu, Nov. 2011, Assessing the Sectoral Dynamics of Nonperforming Loans: Singns from Financial and Real Economy,Presentation Ro RO EN
Moinescu Bogdan and Adrian Codirlasu, Apr. 2011, Households’ overdue loans: signs from the money and labor markets, Presentation EN Presentation RO
Fixed Income - Master in Risk Management in International Financial Transactions
Codirlasu, Adrian, FX and Money Markets
Codirlasu, Adrian, Interest Rate Derivatives
Cioaca, Florin Daniel, 2014, Foreign Exchange Mechanics
Market Risk and Operational Risk - Romanian Insurance Institute
Codirlasu, Adrian, Dorin Badea, 2014, Managing Market Risk RO
Codirlasu, Adrian, 2013, Managing Operational Risk RO
Banking Regulation and Supervision - Master in Banking, Romanian-American University
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
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 3Part 4
Codirlasu, Adrian (2007) Credit Risk Management According to Basel II RO Presentation RO
Basel II Revision
Basle Committee on Banking Supervision (2009) Enhancements to the Basel II Framework EN
Basle Committee on Banking Supervision (2009) Revisions 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 and Adrian Codirlasu (2010) Banking Regulation and Supervision, Second Edition