Comprehensive Basel Capital Adequacy Certification Training (Basel II, III and IV)
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.
The course is divided into 3 broad categories:
- 1. Analysis of the Basel Accords (Basel II 2004, Basel III 2010 and Basel III 2017 reform) and implementation guidelines.
- 2. Theoretical and practical in-depth analysis of Credit Risk, Operational Risk and Liquidity Risk under Basel accords.
- 3. Participants exposure to excel/web base risk engine simulator used in deriving risk measures.
Introduction
Testimonials
- Introduce participants to the concepts of Basel I, II, III, PRA Basel 3.1 and IV accords/frameworks and elaborate on the changes introduced by each framework.
- Expose participants to the key financial regulations around Basel Capital Adequacy requirements by examining the roles of BCBS, EBA, PRA, OSFI etc in the implementation Basel requirements.
- Define key attributes/parameters used in deriving Risk Weighted Assets (RWA) for credit risk, operational risk and market risk.
- High level analysis of the key changes introduced in Basel IV to Risk Weighted Asset calculation for Credit Risk, Operational Risk & Market Risk.
What You Will Learn:
Details
- Introduction to Basel II.
- Basel II: The Three Pillars.
- Basel II: High Level Summary.
- Basel II Framework Quiz.
- Components of Regulatory Capital.
- Understanding Regulatory Capital Quiz.
- Risk Weighted Assets & Capital Ratio.
- Risk Weighted Asset Quiz.
- What is Credit Risk?
- Basel II: Standardized Approach.
- Introduction to Credit Risk Under the Basel II Accord Quiz.
- Exposure to Wholesale Customers.
- Exposure to Retail & Others
- Derivation of Credit Risk Quiz.
- Original Exposure Calculation.
- Exposure Value Calculation (Standardized Approach).
- Calculation of Exposure Quiz.
- Mitigation (Standardized Approach).
- Standardized Approach (Mitigation) Quiz.
- Standardized Approach Example Exercises.
- Internal Ratings Based Approach.
- Asset Classes & Risk Components (IRB).
- Internal Ratings Based Approach Quiz.
- Probability of Default.
- LGD, Maturity & EAD Calculation.
- Risk Weight & RWA Calculation.
- Mitigant.
- Example Exercises.
- Basel II: IRB (Internal Ratings Based) Foundation Approach Quiz.
- Asset Class, PD & LGD.
- DLGD, Maturity & EAD Calculation.
- Expected Loss Calculation & Mitigation.
- Calculation of Risk Weight for Retail Exposures.
- Exposures in Default.
- Basel II: IRB Advanced Approach Quiz.
- Operational Risk under Basel II.
- Operational Risk Quiz.
- Basel II: Introduction to Market Risk.
- Market Risk: CIU.
- CIU Risk Calculations.
- Own Funds Requirement for CIU.
- CIU Risk Calculation Examples.
- Equity Market Risk: What is a Market?
- Equity Specific & General Risk Own Funds Capital Requirements.
- Dividend & Synthetic Dividend Products Own Funds Requirements.
- Derivation of Own Funds Capital Requirement & Position Subject to Capital Charge.
- Equity Risk Calculation: Examples.
- FX Own Funds Calculation.
- Standardised Approach for Counterparty Credit Risk.
- Market Risk Under Basel II Quiz.
- Introduction to Basel III.
- Basel III: Framework Overview.
- Capital Composition & Tier 1 Capital Ratio.
- Capital Conservation Buffer (Mandatory).
- Countercyclical Capital Buffer (Discretionary).
- Capital for Global Systemically Important Banks.
- Basel III Quiz.
- Liquidity Risk Overview.
- Developments that led to 2008 Financial Crisis.
- Leverage & Liquidity Risk.
- Regulatory Response to 2008 Financial Crisis.
- Objectives of the LCR.
- Calculation of LCR.
- High Quality Liquid Assets.
- Cash Flow Measurement & LCR Implementation Timeline.
- LCR Calculation Examples.
- Objectives & Calculation of NSFR.
- Leverage Ratio Overview.
- Liquidity Risk Training Quiz.
- Basel III 2017 Reform Overview.
- Credit Risk under Standardised Approach.
- Exposure to Wholesale Customers.
- Specialised Lending Exposures.
- Subordinated Debt, Equity and Other Capital Instruments.
- Exposures to Retail and Others.
- Basel III 2017 Reform Quiz.
- Basel 3.1: Framework Overview.
- Basel 3.1: Standardised Approach.
- Basel 3.1: Internal Ratings Based (IRB) Approach
- IRB FoundationApproach (IRBF)
- IRB Advance Approach (IRBA)
- Operational Risk under Basel 3.1
- Market Risk under Basel 3.1
- Market Risk – CIU
- Market Risk – Equity
- SA-CCR
- Credit Valuation Adjustment
- Capital Flooring under Basel 3.1
- Leverage Ratio under Basel 3.1
- IRB Approach for Credit Risk.
- Basel III Reform: IRB Approach Quiz.
- Operational Risk.
- Operational Risk Standardised Approach.
- Basel IV: Operational Risk Quiz.
Basel II Framework
You will learn about the: 1. Highlights of the Basel II Accord, and the key issues it addresses. 2. Introduction to the 3 pillars of Basel II Accord. 3. Breakdown of the three (3) Pillars.
Basel II: Understanding Regulatory Capital
This module introduces you to the concept of Regulatory Capital and its constituents.
Basel II: Risk Weighted Assets
Learn about Risk Weighted Assets and their relationship with the Risk-Based Capital Ratio.
Introduction to Credit Risk under the Basel II Accord
Basel II: Derivation of Credit Risk
Calculation of Exposure
Basel II: Standardized Approach & Mitigation
Basel II: Standardized Approach Example Exercises
Basel II: Internal Ratings Based Approach
The Internal Ratings Based Approach is the second way to calculate credit risk for RWA, you will learn about some of the parameters required for this approach.
Basel II: IRB & Foundation Approach
You will be introduced to the Foundation Internal Ratings-Based approach and the Exposure at Default for different product types under the Internal Ratings Based Approach.
Basel II: IRB & Advanced Approach
Learn about the Advanced Approach under the IRB Approach, its application for different asset classes, Probability of Default and the Distinct LGD.
Operation Risk under Basel II
Get introduced to the concept of Operation Risks, capital charge calculation for the 3 identified approach for computing.
Market Risk under Basel II
This module introduces Market Risk and its different forms.
Basel III Framework
Liquidity Risk Training​ Basel III Framework
Basel III 2017 Reform or Basel IV
PRA Basel 3.1: Prudential Regulation Authority (PRA) Implementation Guidelines
Basel IV: Internal Ratings Based Approach
Basel IV: Operational Risk
The new standardised approach for measuring minimum operational risk capital requirements replaces all existing approaches in the Basel II framework. Learn more about the main changes.
About The Trainer
- Well experienced banker with over 10 years of experience in risk management, regulatory reporting and Basel accords.
Frequently Asked Questions
Basel II, III and IV Certification Training
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Basel II, III and IV Certification Exam
Schedules
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Date :
Jan 4th - Feb 1st, 2025
Jan 4th - Feb 1st, 2025 (Online Live)
Time :
04:30 - 08:30 (America/New_York)
04:30 - 08:30 (America/New_York)
Price :
USD 799
USD 799
Basel II, III and IV Live Training - Jan Batch
Basel II, III and IV Live Training - Jan Batch
Hurry, Sale ends soon!
If you have any Queries about schedules Ask us here
More than 5 Participants ? Request for Corporate Training
Date :
May 3rd - May 31st, 2025
May 3rd - May 31st, 2025 (Online Live)
Time :
04:30 - 08:30 (America/New_York)
04:30 - 08:30 (America/New_York)
Price :
USD 799
USD 799
Basel II, III and IV Live Training - May Batch
Basel II, III and IV Live Training - May Batch
Hurry, Sale ends soon!
If you have any Queries about schedules Ask us here
More than 5 Participants ? Request for Corporate Training
If you have any Queries about schedules Ask us here
More than 5 Participants ? Request for Corporate Training
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