Capital Markets School - October 2023

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Agenda	2
Introduction	4
Size & Complexity	13
The Yield Curve, Economic Data, & Forecasting	31
Liquidity	49
Sensitivity to Market Risk	78
Independent Review & Lines of Defense	111
Data Analytics	125
Model Risk Management	134
Balance Sheet Components & Structure	153
Derivatives	189
CECL	220
CBLR	226
Case Study Instructions	232

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