Overview
What this challenge is about.
Your task is to develop a capital adequacy assessment for Nubank's expansion into Vietnam. You will estimate credit risk for a new consumer loan portfolio using the standardized approach, operational risk using the basic indicator approach, and market risk for foreign exchange exposure. Then, calculate the total risk-weighted assets and determine the minimum Common Equity Tier 1 capital required. Finally, propose a capital buffer that accounts for stress scenarios. Deliver a report with your calculations, assumptions, and recommendations.
The Brief
What you'll do, and what you'll demonstrate.
How should N26 structure its capital to meet Basel III requirements while expanding into a higher-risk emerging market?
Earning criteria — what you'll demonstrate
- Apply Basel III capital adequacy framework to a real bank expansion scenario
- Calculate risk-weighted assets for credit, operational, and market risks
- Evaluate the trade-off between growth and regulatory capital constraints
- Develop a capital buffer strategy that aligns with risk appetite
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
Careers
Roles this prepares you for.
Real titles. Real skill bridges. Pick the one closest to your trajectory.
Career mappings coming soon.