Overview of Basel II

Increasingly more banks must comply with Basel II requirements. These regulatory requirements are having a significant impact on banks' risk management, regulatory requirements and compliance, and the use of derivatives. This one-day course is targeted to professionals who need an overview of the key components of Basel II requirements.

28-Apr-2010 -- 28-Apr-2010ChicagoUSD$1575
NY Institute of Finance - Chicago9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Mayra Rodríguez Valladares; ] Wed Level: Basic

08-Dec-2010 -- 08-Dec-2010New YorkUSD$1575
NY Institute of Finance - Midtown9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Mayra Rodríguez Valladares; ] Wed 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:
  • Define operations risk
  • 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
"Good instructor and good material!"
"The instructor was a very clear speaker and interesting to listen to."
"Excellent instructor and well-organized material!"
"The course was very interactive."
  • Basel II and Credit Risk
  • Measuring & Managing Operational Risk: Basel II Compliance
    • Articles written by Instructor
    http://www.worldoil.com/magazine/magazine_detail.asp?ART_ID=3149
    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 3 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 subscription, call 800-628-8088 or email uscirculation@ft.com. U.S. enrollees only. (All non-U.S. enrollees will receive a subscription to FT.com only.)

    Lunch included for all students taking day classes.