CRB study plan

Map the regulatory architecture - identify the roles of the central bank, prudential supervisor, deposit insurer, and securities regulator, and state which body issues which rule type (statute, regulation, guidance, supervisory letter).

Build a one-page timeline of post-2008 reform: Basel III phase-ins, liquidity standards, resolution regimes, and stress-testing mandates, noting the year each took effect.

Distinguish the three Basel pillars and write, from memory, which risk categories fall under Pillar 1 versus Pillar 2.

Define the capital stack - CET1, Additional Tier 1, Tier 2 - and list at least four eligibility criteria for each tier without notes.

Solve five worked problems computing CET1 ratio, Tier 1 ratio, and total capital ratio from a supplied balance-sheet summary.

Compute risk-weighted assets for credit exposures using standardised approach risk weights, including the SME and retail multipliers, and check your arithmetic on ten sample exposures.

Calculate leverage ratio, and explain in writing why it binds independently of risk-weighted capital.

Apply the three credit-risk components - probability of default, loss given default, exposure at default - to derive expected loss for a portfolio of eight loans.

Explain the IRB foundation versus advanced approaches and identify which inputs the bank supplies in each.

Summarize the large-exposure and single-counterparty concentration limits and describe how they interact with sector concentration risk.

Walk through a full credit lifecycle - origination, underwriting, documentation, monitoring, classification, workout - and list the regulatory requirement attached to each stage.

Classify a set of twelve loan files into performing, special mention, substandard, doubtful, and loss, and justify each classification against stated criteria.

Reconstruct the AML compliance program's five pillars and map each pillar to a concrete bank control.

Apply risk-based customer due diligence: assign low, medium, or high risk to eight customer profiles and state the enhanced measures required for the high-risk ones.

Identify red flags for structuring, trade-based laundering, and shell-company layering in a set of transaction narratives.

Explain the SAR/STR filing workflow end to end, including timing deadlines, confidentiality (no tipping off), and record retention.

Distinguish the sanctions regimes from AML rules and describe screening, false-positive handling, and escalation obligations.

Apply fair lending law: identify disparate treatment versus disparate impact in five lending scenarios and name the statute implicated in each.

Summarize the disclosure and advertising rules for consumer credit products and list what must appear in a representative example.

Describe complaint-handling and error-resolution timelines and the recordkeeping that supports them.

Compute the liquidity coverage ratio and net stable funding ratio from a supplied balance sheet and identify which items are HQLA.

Explain how a deposit-run scenario affects the LCR and describe the contingency funding plan's triggers.

Differentiate market risk components - interest rate risk in the banking book versus trading book, plus FX, equity, and commodity risk - and state the capital treatment of each.

Calculate duration and modified duration for a bond portfolio and estimate the price change for a 100-basis-point shift.

Revisit Domain 1 by explaining how supervisory review (Pillar 2) captures risks the standardised formulas miss.

Map the three lines of defense and assign specific responsibilities for a given control failure.

Evaluate board and senior-management responsibilities: independence, risk committee structure, and fit-and-proper expectations.

Design a control self-assessment for a lending process, including control owner, test procedure, and evidence required.

Diagnose weaknesses in a described internal-control environment and propose compensating controls.

Apply an ethics framework to two conflicts-of-interest scenarios and write the recommended course of action with rationale.

Identify the core prudential and statistical returns a bank must file and state the reporting frequency and certification level for each.

Explain the examination lifecycle - scope, request list, fieldwork, findings, and management response - and the difference between a matter requiring attention and an enforcement action.

Distinguish informal and formal enforcement tools and describe the consequences of each for the institution and for individuals.

Reconcile a reported capital figure against the underlying ledger data and locate the three planted discrepancies.

Revisit credit-risk classification rules by re-grading five loans and comparing against your Week 3 answers.

Take two full-length timed practice exams and record the score by domain to find remaining weak areas.

Rewrite your personal summary sheets for any domain scoring below 70%, condensing each to a single page.

Drill the quantitative formulas - capital ratios, RWA, expected loss, LCR, NSFR, duration - until you can reproduce each from memory in under two minutes.

Rehearse the regulatory-deadline and timeline facts (filing dates, SAR timing, disclosure windows) with spaced repetition across three sessions.

Simulate an exam-day routine: one 90-minute block under strict timing with no notes, then review every missed item and write the reason for each miss.