Comprehensive Basel Bank Capital Adequacy Certification Training (Basel III and IV)
The training and capacity development programme is based on the Basel Committee for Banking Supervision (BCBS) guideline on implementation of Basel 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 programme ensures that participants gain theoretical insights and practical skills, preparing them for the demands of modern regulatory environments.
The course is structured into three key areas:
- 1. Comprehensive analysis of the Basel III and IV frameworks, including significant reforms and implementation guidelines.
- 2. Detailed exploration of Credit, Liquidity, and Operational Risk, focusing on the methodologies and practical applications under the Basel Accords.
- 3. Exposure to tools like Microsoft Excel and web-based risk engine simulators to effectively derive and analyse risk measures.
Introduction
Testimonials
- Explain Capital Adequacy Under Basel III & IV: Focus on enhancements in capital adequacy, RWA calculations, and risk management.
- Highlight Key Regulatory Roles: Examine the roles of BCBS, EBA, PRA, and others in implementing Basel III and IV globally.
- Deep Dive Into Risk Areas: Cover Credit, Liquidity, Operational, and Market Risk, including SACCR, PD Modelling, and RWA calculations.
- Summarize Basel IV Enhancements: Highlight updates to RWA, IRB parameter floors, operational risk, liquidity metrics (LCR & NSFR), and capital floors.
- Enable Practical Application: Apply concepts through real-world examples and case studies.
This training is designed to:
Details
- Basel III Framework Overview.
- Tier I Capital Ratio.
- Capital Conservation Buffer.
- Countercyclical Capital Buffer.
- Capital for Global Systemically Important Banks.
- Liquidity Risk & Liquidity Risk Management.
- Developments that Led to 2008 Financial Crisis.
- Leverage & Liquidity Risk.
- Regulatory Response To 2008 Financial Crisis.
- What is LCR?
- Objectives of LCR.
- Calculation of LCR.
- Implementation Timeline.
- What is NSFR?
- Objectives of NSFR.
- Calculation of NSFR.
- Need for Leverage Ratio.
- Advantages & Disadvantages of Leverage Ratio.
- Calculation of Leverage Ratio.
- Introduction to Basel IV.
- Need for Basel IV.
- Basel IV Implementation Timeline.
- Financial Regulators and Their Roles.
- Basel IV: The Three Pillars.
- Regulatory Capital, RWA & Capital Ratio.
- What is Credit Risk?
- Capital Adequacy Ratio Explained.
- Risk Weight application for exposure classes.
- Risk Measures derivation under STD Approach.
- CRM application under STD Approach.
- Basel IV STD Approach Exercise.
- Introduction to Foundation and Advanced Approach.
- IRBF Approach Overview.
- Review of Asset Classes reported under IRBF Approach.
- Risk components derivation under IRBF Approach (PD, LGD, Maturity, EL, EAD).
- Risk Measures derivation under IRBF Approach.
- CRM application under IRBF Approach.
- Basel IV IRB Foundation Approach Exercise.
- IRBA Approach Overview.
- Review of Asset Classes reported under IRBA Approach.
- Risk components derivation under IRBA Approach (PD, LGD, Maturity, EL, EAD)
- Risk Measures derivation under IRBA Approach.
- CRM application under IRBA Approach.
- Basel IV IRB Advance Approach Exercise.
- PD Parameter Floors.
- LGD Parameter Floors.
- What is Operational Risk?
- The Basic Indicator Approach (BIA).
- The Standardized Approach (SA).
- The Advanced Models Approach (AMA).
- Review of BI, BIC, ILM & Regulatory Capital.
- Background.
- Summary of Main Changes.
- Implementation: Floor transitioning.
- Background.
- Implementation Timeline.
- Summary of main changes.
- What is Market Risk?
- Definition of CIU.
- Types of CIU.
- CIU Risk Calculations.
- Own Funds Requirement for CIU (Article 348)
- CIU Security Type & Security Subtype.
- CIU Risk Calculation Example (Excel Based)
- What is a Market?
- Derivation of Equity Specific Risk Own.
- Funds Capital Requirement.
- Derivation of Equity General Risk Own.
- Funds Capital Requirement.
- Dividend Products Own Funds Capital Requirement.
- Synthetic Dividend Products Own.
- Funds Capital Requirement.
- Own Funds Capital Requirement.
- Position Subject To Capital Charge.
- Equity Risk Calculation Example (Excel Based)
- Importance of risk management in trade and working capital finance.
- SARB’s regulatory requirements for Basel IV.
- Key differences between SARB’s implementation and other jurisdictions.
Changes to Regulatory Capital Ratio under Basel III
Introduce participants to Basel III accord, a look at changes made to composition of capital for Credit Risk under Basel III accord.
Overview of Liquidity Risk under Basel III
Introduction of participants to Liquidity risk and examination of events that led to 2008 financial crisis and review of regulators response to the financial crisis.
Liquidity Coverage Ratio (LCR)
Overview of Liquidity Coverage Ratio, its objectives and how LCRs are derived.
Net Stable Funding Ratio (NSFR)
Overview of Net Stable Funding Ratio, it's objectives and how NSFRs are derived.
Leverage Ratio
This section highlights the importance of the leverage ratio as a non-risk based measure to ensure banks maintain sufficient equity against total exposures. It examines the leverage ratio's advantages and disadvantages, its calculation, and its implementation timeline.
Basel IV Overview
The aim of the topic is to introduce participants to Basel IV, what led to it's introduction and the implementation timeline. We also review the 3 Pillars of Basel IV accord (Minimum Capital, Supervisory Review Process & market Discipline)
Basel IV Credit Risk
The first part of the topic is to discuss the main changes to RWA calculation under the Standardised Approach. It also aims to cover changes to old and newly introduced exposure classes under Basel IV.
Basel IV: Standardised Approach
We will be looking at various risk measures that are derived under STD approach for regulatory reporting purpose and the application of Credit risk mitigant (CRM) to exposure values and/or Risk Weights where applicable.
Basel IV: Internal Ratings Based (IRB) Approach
This section introduces participants to the IRB Approach under Basel IV, detailing the Foundation and Advanced approaches. It covers how financial institutions calculate risk weights using internal estimates for PD, LGD, Maturity, EL, and EAD.
IRB Foundation Approach (IRBF)
Aim is to expose participants to RWA calculation under Foundation IRB approach. Examine the key difference between IRB and STD approach. That is, regulators allow financial institutions to use their own internal rating estimate to derive/calculate Risk Weights under IRB approach.
IRB Foundation Approach (IRBF) - Continuation
Provide breakdown of how risk components RW calculation are derived under IRBF approach.
IRB Advance Approach (IRBA)
Aim is to expose participants to RWA calculation under Foundation IRB approach. Examine the key difference between IRB and STD approach. That is, regulators allow financial institutions to use their own internal rating estimate to derive/calculate Risk Weights under IRB approach. Provide breakdown of how risk components RW calculation are derived under IRBF approach.
Basel IV IRB
Operational Risk under Basel IV
This module provides an overview of operational risk management, including methods for calculating RWA and regulatory capital under Basel IV. It explains the Basic Indicator, Standardized, and Advanced Approaches.
Capital Flooring under Basel IV
This topic explains the concept of capital flooring introduced in Basel III and its transition under Basel IV.
Leverage Ratio under Basel IV
Market Risk under Basel IV
The aim of the topic is to introduce participants to Market Risk under Basel IV Accord.
Market Risk – CIU
The topic breaks down the EBA Article 348 on derivation of Owns Funds Capital Requirement for CIU.
Market Risk – Equity
Participants will be introduced to the calculation of Equity Specific Risk Own Funds Capital Requirement, derivation of Equity General Risk Own Funds Capital Requirement, calculation of dividend Product Own Funds Capital and Synthetic Dividend Products Own Funds Capital Requirements.
Trade and Working Capital Products
Country Specific Basel IV Compliance Requirements
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 :
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
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