Comprehensive Basel Bank Capital Adequacy Training
September 16, 2022/ 0 comment
Dates & Duration 21 – 25 November 2022Click here to register
Venue:Cresta Grande Cape Town, South Africa
The training and capacity development programme focuses on the Basel bank capital adequacy under the Basel Committee for Banking Supervision (BCBS) guidelines on implementing Basel I, II, III and IV bank capital requirements/frameworks. The hands-on training program is easily digestible to enable individuals with no risk management/regulatory reporting experience to acquire the knowledge and skills required to perform effectively in credit risk-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 Microsoft Excel, Power BI and other web-based risk engine simulator used in deriving risk measures
The training objective is to provide participants with detailed analysis and insight into the financial institutions’ implementation of capital adequacy under Basel II, III, IV Capital Accords & ICAAP/ILAAP. This will be achieved through examination of various regulatory requirements from the Basel Committee for Banking Supervision (BCBS), European Banking Authority (EBA), Office of the Superintendent of Financial Institutions (OSFI) etc., as specified within the scope of the Basel regulatory framework for Bank Capital Adequacy.
This training is designed to:
1. Introduce participants to the concepts of capital adequacy under Basel I, II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework.
2. Expose participants to the key financial regulations around Basel Capital Adequacy requirements by examining the roles of BCBS, EBA, PRA, OSFI etc., in implementing Basel requirements.
3. Define key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit, operational, and market risk.
4. High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk, Operational Risk & Market Risk.
Who is this course intended for?
Anyone interested in learning more about the rules governing bank capital and liquidity should take the course. It is aimed at intermediate-level learners and presupposes a basic understanding of accounting, financial instruments, and banking operations. It might be appropriate for: