Description
Overview
The training and capacity development programme is based on the Basel Committee for Banking Supervision (BCBS) guideline on implementation of Basel II, III and IV bank capital requirements/frameworks.
The hands-on training program is structured in an easily digestible format to enable individuals with no risk management/regulatory reporting experience acquire knowledge and skills required to perform effectively on Basel related capital regulatory reporting roles.
This program is dedicated to training and developing expertise in Basel bank capital adequacy according to the guidelines set by the Basel Committee for Banking Supervision (BCBS). It covers the implementation of Basel I, II, III, and IV capital requirements and frameworks. The hands-on training is designed for individuals without prior experience in risk management or regulatory reporting, ensuring they gain the necessary knowledge and ski ls to excel in credit risk-related capital regulatory reporting roles.
The course is divided into 3 broad categories:
- Analysis of the Basel Accords (Basel II 2004, Basel III 2010 and Basel III 2017 reform) and implementation guidelines.
- Theoretical and practical in-depth analysis of Credit Risk, Operational Risk and Liquidity Risk under Basel accords.
- Participants exposure to excel/web base risk engine simulator used in deriving risk measures.
Learning Objectives
Upon completion of this course, you will be able to:
- Explain the Basel Bank Capital Adequacy framework and its objectives
- Identify the different types of capital and how they are calculated
- Calculate capital requirements under Basel II, Basel III, and Basel IV
- Understand the significance of Basel Bank Capital Adequacy for the financial system
What you’ll learn
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The concepts of capital adequacy under Basel I, II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework.
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Critical Analysis of the Basel Accords: Necessity, Advantages, and Shortcomings
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The key financial regulations around Basel Capital Adequacy requirements by examining the roles of BCBS, EBA, PRA, OSFI etc., in implementing Basel requirements
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The key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit, operational, and market risk.
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High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk, Operational Risk & Market Risk.
Who Should Attend?
- Anyone interested in learning more about regulatory reporting or building a career in financial services
- Analysts
- Risk Managers
- Bankers
- Investors
- Regulators
- Internal Auditors
- Financial staff involved with risk and compliance
- Balance Sheet Management staff and analysts
- Internal and External Auditors
- Risk Managers
