The objectives of the ‘International convergence of capital measurement and capital standards’. (Also known as Basel II)
The substance of minimum capital requirements (Pillar I)
The role of supervision as an essential complement to minimum capital requirement
The broad qualitative and quantitative disclosures which banks have to disclose under new Basel Capital accord
Duration : 1 hour
General considerations with regard to disclosure requirements
Scope of application
Duration : 1 hour
Risk components and risk weights for corporate, bank, equity and sovereign exposures
Approaches used to estimate the risk components
Minimum requirements for corporate, bank, equity and sovereign exposures
Duration : 1 hour
Techniques that banks use to mitigate credit risk
Treatment of risk mitigation techniques in standardized approach
Duration : 1 hour
Simplified Standardized approach for credit risk
Treatment of credit risk mitigation techniques under simplified standardised approach
Treatment securitization transactions
Simplified Standardized approach for operational risk
Duration : 1 hour
The mechanism of IRB approach
Different categories of exposures
Risk components involved
Subapproaches in IRB approach
The procedure for adopting IRB approach across asset classes
Transition arrangements under the IRB approach
Duration : 2 hours
Risk weight for corporate exposure
Risk weight for Specialized Lending portfolio
Risk weight for IRB Sovereign portfolio
Risk weight for IRB Bank exposures Portfolio
Risk weight for qualifying revolving retail exposures portfolio
Risk weight for Other Retail exposures Portfolio
Risk weights for equity exposures
Risk weights for Purchased receivables
Duration : 1 hour
Minimum requirements under each exposures to be eligible for the IRB approach
Duration : 1 hour
IRB approach for securitization exposures
Credit Risk Securitization framework
Duration : 1 hour
Principles for management and supervision of operational risk
Framework for evaluating operational risk management policies and practices
Role of supervisors and the utility of disclosure
Qualifying criteria for operational risk measurement approaches
Duration : 30 Minutes
Qualifying criteria for operational risk measurement approaches
Duration : 1 hour
Methods to measure market risk capital
Capital Ratio
Duration : 1 hour
Treatment of Interest rate risk
Treatment of equity position risk
Treatment of Foreign Exchange Risk
Treatment of Commodity Risk
Treatment of options
Duration : 1 hour
'General' and 'Qualitative' requirements banks need to fulfill to be eligible to use the internal models approach
Quantitative standards that banks have to keep in mind for calculating their capital charge
Specification of market risk factor
Back Testing
Stress Testing
Duration : 30 Minutes
Key principles of Supervisory review process
Duration : 1 hour
Specific issues to be addressed under supervisory review process
Principles for the management and supervision of Interest Rate risk management
Duration : 2 hours
Significance Of Risk Transfer
Market innovations
Provision Of Implicit Support and the supervisory action
Residual risks
Early amortization
Call Provisions
Duration : 1 hour
General considerations with regard to disclosure requirements
Scope and applications
Disclosure requirements for various risk exposures
Duration : 1 hour
Concepts and requirements for an IRB framework for corporate credit.
Duration : 1 hour
Supervisory guidance on ratings of IRB systems for corporate credit risk
Duration : 1 hour
Supervisory guidance on quantification of probability of default of IRB systems for corporate credit risk.
Duration : 1 hour
Supervisory guidance on quantification of loss given default of IRB systems for corporate credit risk.
Duration : 1 hour
Supervisory guidance on quantification of exposure at default of IRB systems for corporate credit risk
Supervisory guidance on quantification of maturity of IRB systems for corporate credit risk
Duration : 1 hour
Supervisory guidance on data maintenance of IRB systems for corporate credit risk.
Duration : 1 hour
Supervisory guidance on Control and Oversight Mechanisms of IRB systems for corporate credit risk.
Duration : 1 hour
Concepts and requirements for an IRB framework for retail credit.
Duration : 1 hour
Supervisory guidance on retail risk segmentation.
Duration : 1 hour
Supervisory guidance on quantification of IRB systems Probability of Default.
Duration : 1 hour
Supervisory guidance on quantification of IRB systems Loss Given Default.
Duration : 1 hour
Supervisory guidance on quantification of IRB systems Exposure at Default.
Duration : 1 hour
Supervisory guidance on quantification of special cases and applications.
Duration : 1 hour
Supervisory guidance on validation of IRB systems for retail credit risk.
Duration : 1 hour
Supervisory guidance on data maintenance of IRB systems for retail credit risk.
Duration : 1 hour
Supervisory guidance on control and oversight mechanisms of IRB systems for retail credit risk.
Duration : 1 hour
Supervisory guidance on operational risk to implement Advanced Measurement Approach (AMA) with reference to corporate governance.
Duration : 1 hour
Supervisory guidance on the operational risk management framework for implementing advanced measurement approach.
Duration : 1 hour
Supervisory guidance on the elements of an AMA framework.
Duration : 1 hour
Supervisory guidance on risk quantification and mitigation for implementing advanced measurement approach.
Duration : 1 hour
Supervisory guidance on data maintenance and testing requirements for implementing advanced measurement approach.
Understand the requirements of Basel II and its background
Specify the data requirements for the key calculations involved in various approaches
Perform the basic calculations for both the Standardized and IRB approaches
Understand the advanced approaches for credit risk as well as operational risk
Identify the specific issues to be addressed under supervisory review process (Pillar II)
Understand the general considerations with regard to disclosure requirements (Pillar III)
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from this course.
