Basel Bank Capital Adequacy (Basel Ii, Iii, & Iv)
Published 11/2023
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 5.88 GB | Duration: 6h 41m
Published 11/2023
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 5.88 GB | Duration: 6h 41m
Understanding & Implementing the Basel II, III, and IV Accords for Credit, Market, Liquidity, and Operational Risk
What you'll learn
The concepts of capital adequacy under Basel I, II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework.
The key financial regulations around Basel Capital Adequacy requirements by examining the roles of BCBS, EBA, PRA, OSFI etc., in implementing Basel requirements
The key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit, operational, and market risk.
High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk, Operational Risk & Market Risk.
Requirements
There are no prerequisites or requirements to take this course.
Description
This Comprehensive Basel Bank Capital Adequacy training program is designed to provide participants with a deep understanding of the Basel II, Basel III, and Basel IV capital adequacy frameworks. The program will cover the following topics:The history and development of the Basel AccordsThe different types of capital and how they are calculatedThe risk weighting system and how it is used to determine capital requirementsThe different Basel III standards, including the Common Equity Tier 1 (CET1) ratio, the Capital Adequacy Ratio (CAR), and the Leverage RatioThe new Basel IV standards and how they are different from Basel IIIThe program will also discuss the importance of Basel Bank Capital Adequacy for the global financial system and how it helps to protect banks and depositors from financial crises.Learning ObjectivesUpon completion of this course, you will be able to:Explain the Basel Bank Capital Adequacy framework and its objectivesIdentify the different types of capital and how they are calculatedCalculate capital requirements under Basel II, Basel III, and Basel IVUnderstand the significance of Basel Bank Capital Adequacy for the financial systemPrerequisites:No prior knowledge of the Basel Bank Capital Adequacy framework is required.AssessmentParticipants will be assessed on their understanding of the course material through a series of quizzes and a final exam.
Overview
Section 1: Introduction
Lecture 1 Introduction
Section 2: Basel II Framework
Lecture 2 Introducing Basel II
Lecture 3 Highlights of the Basel II Framework
Lecture 4 Basel II: The Three Pillars
Lecture 5 Introducing Pillar I
Lecture 6 A High-Level Summary of the Basel II Framework
Section 3: Basel II Credit Risk
Lecture 7 What is Regulatory Capital?
Lecture 8 Risk Weighted Asset & Capital Ratio
Lecture 9 What is Credit Risk?
Lecture 10 Basel II: Standardized Approach
Lecture 11 Exposure to Sovereigns
Lecture 12 Exposure to Public Sector Entities
Lecture 13 Exposure to Multilateral Development Bank
Lecture 14 Exposure to Banks
Lecture 15 Exposure to Corporates
Lecture 16 Retail Exposures
Lecture 17 Residential & Commercial Mortgage Exposures
Lecture 18 Past Due Exposures
Lecture 19 High Risk Exposures & Equity Exposures
Lecture 20 Original Exposure Calculation
Lecture 21 Exposure Value Calculation
Lecture 22 Credit Risk Mitigation
Section 4: Basel II: Standardized Approach Examples
Lecture 23 Basel II: Standardized Approach Examples
Section 5: Basel II Internal Ratings Based Approach
Lecture 24 Internal Ratings Based Approach
Lecture 25 Asset Classes and Risk Components
Lecture 26 Basel II IRBF – Asset Class
Lecture 27 BASEL II IRBF: Probability of Default
Lecture 28 BASEL II IRBF: LGD & Maturity
Lecture 29 Basel II IRBF – EAD Calculation
Lecture 30 Key Input Fields for EAD Calculation
Lecture 31 Basel II – Calculation of Risk Weight & RWA under the Basel II IRBF
Lecture 32 Basel II IRBF – Mitigant
Section 6: Basel II IRBF Calculation Examples
Lecture 33 Basel II IRBF: Example Excercises
Section 7: Basel II Advanced Internal Ratings Based Approach
Lecture 34 Basel II IRBA – Asset Class
Lecture 35 Basel II IRBA – Probability of Default
Lecture 36 Basel II IRBA – Loss GIven Default (Distinct)
Lecture 37 Basel II IRBA – Maturity
Lecture 38 Basel II IRBA – EAD Calculation
Lecture 39 Calculation of Risk Weight for Wholesale Exposures under IRBA
Lecture 40 Calculation of Risk Weight for Retail Exposure under the IRBA
Lecture 41 Key Input Fields for EAD Calculation under the IRBA
Lecture 42 Basel II IRBA – Expected Loss Calculation
Lecture 43 Basel II IRBA – Exposures in Default
Lecture 44 Basel II IRBA – Mitigation
Section 8: Basel II Operational Risk
Lecture 45 Basel II Operational Risk Introduction
Lecture 46 Basel II Operational Risk Methodologies
Section 9: Basel II Market Risk
Lecture 47 Basel II – Market Risk Introduction
Lecture 48 Overview of CIU Market Risk
Lecture 49 CIU Risk Calculations
Section 10: CIU Risk Calculation Examples
Lecture 50 CIU Risk Calculation Examples
Section 11: Basel II Equity Market Risk
Lecture 51 Equity Market Risk Overview
Lecture 52 Basel II – Equity Specific Risk Own Funds Capital and Equity General Own Funds
Lecture 53 Dividend Products Own Funds & Synthetic Dividend Products Own Funds Capital
Lecture 54 Own Funds Capital Requirement & Position Subject to Capital Charge
Section 12: Equity Risk Calculation: Examples
Lecture 55 Equity Risk Calculation: Examples
Section 13: Introduction to Basel III
Lecture 56 Introduction to Basel III
Lecture 57 Highlights of Basel III
Section 14: Basel III Capital Requirement
Lecture 58 Basel III Capital Composition
Lecture 59 Basel III – Mandatory Capital Conservation Buffer
Lecture 60 Discretionary Countercyclical Capital Buffer
Lecture 61 Capital for Global Systematically Important Banks (GSIBs)
Section 15: Basel III Liquidity Risk
Lecture 62 Liquidity Risk and Liquidity Risk Management
Lecture 63 Developments that Led to the 2008 Financial Crisis and the regulatory response
Lecture 64 Leverage and Liquidity Risk
Lecture 65 Objectives of the LCR and Calculation of the LCR
Lecture 66 High Quality Liquid Assets
Lecture 67 Cash Flow Measurement
Lecture 68 LCR Implementation Timeline
Lecture 69 Overview of the NSFR
Lecture 70 Available and Required Stable Funding
Section 16: Basel III Leverage Ratio
Lecture 71 Leverage Ratio
Section 17: Introduction to Basel IV
Lecture 72 Introduction to Basel IV
Section 18: Basel IV Credit Risk
Lecture 73 Basel IV – Credit Risk Standardised Approach
Lecture 74 Basel IV – Exposure to Sovereigns, PSEs and MDBs.
Lecture 75 Basel IV – Exposure to Banks
Lecture 76 Basel IV – Exposure to Covered Bonds
Lecture 77 Basel IV – Exposure to Corporates.
Lecture 78 Basel IV – Specialized Lending Exposures
Lecture 79 Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments
Lecture 80 Basel IV – Exposure to Retail
Lecture 81 Basel IV – Exposures secured by Residential Real Estate
Lecture 82 Basel IV – Exposures Secured by Commercial Real Estate
Lecture 83 Basel IV – Land Acquisition, Development and Construction Exposures
Lecture 84 Basel IV – Currency Mismatch Multiplier
Section 19: Basel IV Internal Ratings Based Approach
Lecture 85 Basel IV – Internal Ratings Based Approach
Lecture 86 Basel IV IRB – PD & LGD Parameter Floors
Lecture 87 Basel IV IRB – Other Changes
Section 20: Basel IV Operational Risk
Lecture 88 Basel IV – Operational Risk
Lecture 89 Basel IV: Operational Risk Standardised Approach
Lecture 90 Basel IV: Operational Risk Capital Requirement
Section 21: Basel IV – Capital Flooring
Lecture 91 Basel IV – Capital Flooring
Section 22: Basel IV – Leverage Ratio
Lecture 92 Basel IV – Leverage Ratio
Section 23: Conclusion
Lecture 93 Conclusion
Section 24: Final Assessment
Anyone interested in learning more about regulatory reporting or building a career in financial services,Analysts,Risk Managers,Bankers,Investors,Regulators,Internal Auditors