Basel is a universally accepted set of measures developed by the Basel Committee on Banking Supervision because of the financial situation of 2007 to enhance understanding of key supervisory issues and quality improvement of banking supervision worldwide. It sets out framework that covers areas such as capital adequacy, stress testing and market liquidity risks etc.

This three-day course provides participants with a comprehensive overview of Basel capital and liquidity regulations for banks and financial institutions. This is an interactive course, where real-life examples, case studies and exercises are used to illustrate key learning points to enable participants apply the concepts delivered throughout the course.

Learning objectives:

•  Develop a thorough understanding and detailed knowledge of the Basel framework (II and III)
• Define hands-on strategies and techniques for the definition, measurement, analysis, improvement, and control of operational risk within a banking organization

Templates for computations

Key Topics: 

• Principles of Basel Accord
• Minimum Capital Requirement
• Risk Weighted Asset
• Measuring Credit Risk: Calculating probability of default, loss given default and exposure at default
• Measuring Credit Risk Weighted Asset using IRB and Standardized approaches
• Credit mitigation approached
• Measuring Operational Risk Weighted Asset
• Measuring Market Risk Weighted Asset
• Measurement and application of Leverage Ratio
• Measurement and application of Liquidity Coverage
• Supervisory Review Process
• Disclosure Requirement
• Central Bank Regulations