Basel II, III, IV: Risk Management & Banking Regulations
- Description
- Curriculum
- FAQ
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Master the Complex World of Banking Regulation with Our Comprehensive Basel Accords Course
Are you ready to navigate the intricate landscape of banking regulation and risk management? This comprehensive course on the Basel Accords is your key to understanding the international standards that shape the global financial system.
From Basel II to the latest Basel IV framework, we’ll take you on a journey through the evolution of these accords, exploring the rationale behind each update and how they address the ever-changing challenges faced by financial institutions.
Why should you take this course?
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Explore the Evolution: Uncover the history and development of the Basel Accords, gaining insights into their purpose and impact.
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Master Risk Management: Equip yourself with the knowledge and skills to identify, measure, monitor, and mitigate credit, market, operational, and liquidity risks effectively.
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Calculate Capital Requirements: Master the calculation of risk-weighted assets and capital requirements under various approaches, ensuring your institution’s financial stability.
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Ensure Compliance: Navigate the regulatory landscape with confidence, understanding the key requirements and developing strategies to maintain compliance.
Whether you’re a seasoned risk professional, a compliance officer, a banker, or simply someone eager to deepen your understanding of the financial world, this course provides the tools and insights you need to thrive.
Enroll today and empower yourself with the knowledge to excel in the ever-evolving financial landscape. Gain a competitive edge, enhance your career prospects, and contribute to a more resilient and stable financial system.
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What is Regulatory Capital? -
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Risk Weighted Asset & Capital Ratio
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What is Credit Risk?
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9
Basel II: Standardized Approach
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10
Exposure to Sovereigns
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11
Exposure to Public Sector Entities
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12
Exposure to Multilateral Development Bank
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13
Exposure to Banks
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14
Exposure to Corporates
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15
Retail Exposures
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16
Residential & Commercial Mortgage Exposures
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17
Past Due Exposures
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18
High Risk Exposures & Equity Exposures
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19
Original Exposure Calculation
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20
Exposure Value Calculation
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21
Credit Risk Mitigation
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23
Internal Ratings Based Approach
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24
Asset Classes and Risk Components
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25
Basel II IRBF – Asset Class
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26
BASEL II IRBF: Probability of Default
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27
BASEL II IRBF: LGD & Maturity
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28
Basel II IRBF – EAD Calculation
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29
Key Input Fields for EAD Calculation
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Basel II – Calculation of Risk Weight & RWA under the Basel II IRBF
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31
Basel II IRBF – Mitigant
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32
Basel II IRBF Calculation Examples
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33
Basel II IRBA – Asset Class
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34
Basel II IRBA – Probability of Default
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35
Basel II IRBA – Loss GIven Default (Distinct)
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36
Basel II IRBA – Maturity
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37
Basel II IRBA – EAD Calculation
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38
Calculation of Risk Weight for Wholesale Exposures under IRBA
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Calculation of Risk Weight for Retail Exposure under the IRBA
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40
Key Input Fields for EAD Calculation under the IRBA
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41
Basel II IRBA – Expected Loss Calculation
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42
Basel II IRBA – Exposures in Default
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Basel II IRBA – Mitigation
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Liquidity Risk and Liquidity Risk Management
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Developments that Led to the 2008 Financial Crisis and the regulatory response
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63
Leverage and Liquidity Risk
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64
Objectives of the LCR and Calculation of the LCR
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High Quality Liquid Assets
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66
Cash Flow Measurement
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LCR Implementation Timeline
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68
Overview of the NSFR
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69
Available and Required Stable Funding
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72
Basel IV – Credit Risk Standardised Approach
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Basel IV – Exposure to Sovereigns, PSEs and MDBs.
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Basel IV – Exposure to Banks
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75
Basel IV – Exposure to Covered Bonds
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76
Basel IV – Exposure to Corporates.
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Basel IV – Specialized Lending Exposures
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78
Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments
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Basel IV – Exposure to Retail
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80
Basel IV – Exposures secured by Residential Real Estate
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81
Basel IV – Exposures Secured by Commercial Real Estate
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82
Basel IV – Land Acquisition, Development and Construction Exposures
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83
Basel IV – Currency Mismatch Multiplier
