What is Basel Regulatory Framework: Regulatory capital requirements have evolved in an attempt to guard against unexpected losses arising …

US$62 per 365 days

 

What is Basel Regulatory Framework:

Regulatory capital requirements have evolved in an attempt to guard against unexpected losses arising from various risks generated by financial institutions. From simple beginnings in the 1980s, the regulations have become ever more sophisticated in order to capture the increasing subtleties of credit, market, and operational risk. Yet it would seem that such developments were inadequate for dealing with an event on the scale of the global financial crisis.

The financial crisis highlighted that both the quantity and quality of bank capital was insufficient to meet the losses that occurred. The size and nature of losses, and the need to enlist government support to prevent bank failures, quickly galvanized the Basel Committee on Banking Supervision (BCBS) and the regulatory community to rethink the capital adequacy rules. In addition, the crisis underlined the need for regulators to address not simply capital adequacy but also liquidity and leverage. This is what is being done through the development and implementation of Basel III.

Why it is important:

This course provides detailed coverage of how the Basel requirements, in relation to capital adequacy, have progressed from the simplicity of the original Basel Capital Accord (Basel I) in the 1980s to the more sophisticated requirements of Basel II, Basel 2.5 and, most recently, Basel III.

The course also explains in detail how Basel III changes the nature of previous capital adequacy regimes. It also examines other areas addressed by Basel III, such as risk coverage, liquidity standards, and leverage rules.

What will you learn:

  1. Understand the requirements of The Basel Regulatory Framework and its background Specify the data requirements for the key calculations involved in various approaches.
  2. Perform the basic calculations for both the Standardized and IRB approaches.
  3. Understand the advanced approaches for credit risk as well as operational risk.
  4. Identify the specific issues to be addressed under the supervisory review process.
  5. Understand the general considerations with regard to disclosure requirements.

Target audience:

Finance professionals, bankers, compliance and audit staff, and personnel looking to further their knowledge of the Basel regulatory framework.

Curriculum:

  1. Bank Capital Requirements
  2. Basel I
  3. Basel II and Basel 2.5 Basics
  4. Basel II and Basel 2.5 Pillar 1 (Minimum Capital Requirements)
  5. Basel II and Basel 2.5 Pillar 2 (Supervisory Review)
  6. Basel II and Basel 2.5 Pillar 3 (Market Discipline)
  7. Basel III Basics
  8. Basel III Key Components
  9. Basel III Implementation
  10. Basel III Capital Adequacy
  11. Basel III Qualifying Capital
  12. Basel III Capital Buffers and Revised Capital Ratios
  13. Basel III Implementation of Capital Requirements
  14. Basel III Securitization
  15. Basel III Trading Book
  16. Basel III Counterparty Credit Risk (CCR)
  17. Basel III Central Counterparties (CCPs)
  18. Basel III Liquidity Risk, Leverage, and The Financial Crisis
  19. Basel III Liquidity Coverage Ratio (LCR)
  20. Basel III Net Stable Funding Ratio (NSFR)
  21. Basel III Leverage Ratio
  22. Basel III Pillar 2 Requirements and Implementation
  23. Basel III Pillar 3 Requirements and Implementation
  24. Beyond Basel III
  25. Basel III The Three Pillars Approach

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