Overview of Basel II

Increasingly more banks are complying with Basel II requirements. These regulatory requirements are having significant impact on banks' risk management, regulatory requirements and compliance, and the use of derivatives.

03-Jun-2008 -- 03-Jun-2008New YorkUSD$1475
NY Institute of Finance - Midtown9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Mayra Rodríguez Valladares; ] Tue Level: Basic
CPE Credits: 7.0

29-Jul-2008 -- 29-Jul-2008ChicagoUSD$1475
NY Institute of Finance - Chicago9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Mayra Rodríguez Valladares; ] Tue Level: Basic
CPE Credits: 7.0

17-Oct-2008 -- 17-Oct-2008New YorkUSD$1475
NY Institute of Finance - Midtown9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Mayra Rodríguez Valladares; ] Fri Level: Basic
CPE Credits: 7.0

Professionals who need an overview of the key components of Basel II requirements
No advance preparation required.
Students will be able to:
  • Analyze key events that led to The Basel Accord
  • Identify key components of The Basel Accord
  • Identify the key requirements of Basel II
  • Compare and contrast Basel I and II
  • Evaluate advantages and disadvantages to Basel II
Basic knowledge of banking, cash products and derivatives
  • Basel II and Credit Risk
  • Measuring & Managing Operational Risk: Basel II Compliance
    • Summary of events leading to The Basel ACcord
    • End of Bretton Woods
    • Change in interest rate regimes
    • Herstatt Risk

    Overview of The Basel Accord

    • Requirements for credit and market risks
    • Critiques of the accord

    Influence of Risks and Risk Management on Basel II

    • Evolving definitions of risk
    • Increased demand for better risk management

    Architecture of Basel II

    • Comprised of three pillars
    • Comparison of Basel I/Basel II

    Pillar I

    • Minimum regulatory capital calculation for
    • - Credit risk
    • - Market risk
    • - Operations risk

    Overview of Pillar II

    • Supervisory Review
    • - Banks' audit and compliance capacity
    • - Increased pressure on central bank examiners

    Overview of Pillar III

    • Market discipline
    • Increased disclosure requirements

    Summary

    • Implementation for the US and globally
    • Pending issues and possible future developments

    Clients who register for this course will receive a complimentary 6 month subscription to the Financial Times and FT.com. The Financial Times is the world's most respected financial newspaper providing a broad assessment on finance, business and the industrial sector. Subscriptions will start within 6-8 weeks of the application process, and are limited to one per client. For questions about your subscriptions call 800-628-8088 or email uscirculation@ft.com. US and Canada enrollees only.

    Lunch included for all students taking day classes.