Basel Mastery: Credit, Market, Operational, Liquidity Risks

Comprehensive Guide to Basel II, III, 3.1 or IV: Capital Requirements, Risk Calculation, & Compliance

What you'll learn

Understand the key principles and evolution of Basel Accords

Master risk management techniques for credit, market, operational, and liquidity risks.

Calculate capital requirements and risk-weighted assets under various approaches.

Implement effective risk mitigation strategies to comply with regulatory standards.

Requirements

A basic understanding of banking and financial concepts.

No prior knowledge of Basel Accords is needed, as the course covers them comprehensively.

A willingness to learn and engage with the course material.

Description

Master the Complex World of Banking Regulation with Our Comprehensive Basel Accords CourseAre you ready to navigate the intricate landscape of banking regulation and risk management? This comprehensive course on the Basel Accords is your key to understanding the international standards that shape the global financial system.From Basel II to the latest Basel IV framework, we'll take you on a journey through the evolution of these accords, exploring the rationale behind each update and how they address the ever-changing challenges faced by financial institutions.Why should you take this course?Explore the Evolution: Uncover the history and development of the Basel Accords, gaining insights into their purpose and impact.Master Risk Management: Equip yourself with the knowledge and skills to identify, measure, monitor, and mitigate credit, market, operational, and liquidity risks effectively.Calculate Capital Requirements: Master the calculation of risk-weighted assets and capital requirements under various approaches, ensuring your institution's financial stability.Ensure Compliance: Navigate the regulatory landscape with confidence, understanding the key requirements and developing strategies to maintain compliance.Whether you're a seasoned risk professional, a compliance officer, a banker, or simply someone eager to deepen your understanding of the financial world, this course provides the tools and insights you need to thrive.Enroll today and empower yourself with the knowledge to excel in the ever-evolving financial landscape. Gain a competitive edge, enhance your career prospects, and contribute to a more resilient and stable financial system.

Overview

Section 1: Basel II Framework

Lecture 1 Introducing Basel II

Lecture 2 Highlights of the Basel II Framework

Lecture 3 Basel II: The Three Pillars

Lecture 4 Introducing Pillar I

Lecture 5 A High-Level Summary of the Basel II Framework

Section 2: Basel II Credit Risk

Lecture 6 What is Regulatory Capital?

Lecture 7 Risk Weighted Asset & Capital Ratio

Lecture 8 What is Credit Risk?

Lecture 9 Basel II: Standardized Approach

Lecture 10 Exposure to Sovereigns

Lecture 11 Exposure to Public Sector Entities

Lecture 12 Exposure to Multilateral Development Bank

Lecture 13 Exposure to Banks

Lecture 14 Exposure to Corporates

Lecture 15 Retail Exposures

Lecture 16 Residential & Commercial Mortgage Exposures

Lecture 17 Past Due Exposures

Lecture 18 High Risk Exposures & Equity Exposures

Lecture 19 Original Exposure Calculation

Lecture 20 Exposure Value Calculation

Lecture 21 Credit Risk Mitigation

Section 3: Basel II: Standardized Approach Examples

Lecture 22 Basel II: Standardized Approach Examples

Section 4: Basel II Internal Ratings Based Approach

Lecture 23 Internal Ratings Based Approach

Lecture 24 Asset Classes and Risk Components

Lecture 25 Basel II IRBF – Asset Class

Lecture 26 BASEL II IRBF: Probability of Default

Lecture 27 BASEL II IRBF: LGD & Maturity

Lecture 28 Basel II IRBF – EAD Calculation

Lecture 29 Key Input Fields for EAD Calculation

Lecture 30 Basel II – Calculation of Risk Weight & RWA under the Basel II IRBF

Lecture 31 Basel II IRBF – Mitigant

Lecture 32 Basel II IRBF Calculation Examples

Section 5: Basel II Advanced Internal Ratings Based Approach

Lecture 33 Basel II IRBA – Asset Class

Lecture 34 Basel II IRBA – Probability of Default

Lecture 35 Basel II IRBA – Loss GIven Default (Distinct)

Lecture 36 Basel II IRBA – Maturity

Lecture 37 Basel II IRBA – EAD Calculation

Lecture 38 Calculation of Risk Weight for Wholesale Exposures under IRBA

Lecture 39 Calculation of Risk Weight for Retail Exposure under the IRBA

Lecture 40 Key Input Fields for EAD Calculation under the IRBA

Lecture 41 Basel II IRBA – Expected Loss Calculation

Lecture 42 Basel II IRBA – Exposures in Default

Lecture 43 Basel II IRBA – Mitigation

Section 6: Basel II Operational Risk

Lecture 44 Basel II Operational Risk Introduction

Lecture 45 Basel II Operational Risk Methodologies

Section 7: Basel II Market Risk

Lecture 46 Basel II – Market Risk Introduction

Lecture 47 Overview of CIU Market Risk

Lecture 48 CIU Risk Calculations

Lecture 49 CIU Risk Calculation Examples

Section 8: Basel II Equity Market Risk

Lecture 50 Equity Market Risk Overview

Lecture 51 Basel II – Equity Specific Risk Own Funds Capital and Equity General Own Funds

Lecture 52 Dividend Products Own Funds & Synthetic Dividend Products Own Funds Capital

Lecture 53 Own Funds Capital Requirement & Position Subject to Capital Charge

Lecture 54 Equity Risk Calculation: Examples

Section 9: Introduction to Basel III

Lecture 55 Introduction to Basel III

Lecture 56 Highlights of Basel III

Section 10: Basel III Capital Requirement

Lecture 57 Basel III Capital Composition

Lecture 58 Basel III – Mandatory Capital Conservation Buffer

Lecture 59 Discretionary Countercyclical Capital Buffer

Lecture 60 Capital for Global Systematically Important Banks (GSIBs)

Section 11: Basel III Liquidity Risk

Lecture 61 Liquidity Risk and Liquidity Risk Management

Lecture 62 Developments that Led to the 2008 Financial Crisis and the regulatory response

Lecture 63 Leverage and Liquidity Risk

Lecture 64 Objectives of the LCR and Calculation of the LCR

Lecture 65 High Quality Liquid Assets

Lecture 66 Cash Flow Measurement

Lecture 67 LCR Implementation Timeline

Lecture 68 Overview of the NSFR

Lecture 69 Available and Required Stable Funding

Section 12: Basel III Leverage Ratio

Lecture 70 Leverage Ratio

Section 13: Introduction to Basel IV

Lecture 71 Introduction to Basel IV

Section 14: Basel IV Credit Risk

Lecture 72 Basel IV – Credit Risk Standardised Approach

Lecture 73 Basel IV – Exposure to Sovereigns, PSEs and MDBs.

Lecture 74 Basel IV – Exposure to Banks

Lecture 75 Basel IV – Exposure to Covered Bonds

Lecture 76 Basel IV – Exposure to Corporates.

Lecture 77 Basel IV – Specialized Lending Exposures

Lecture 78 Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments

Lecture 79 Basel IV – Exposure to Retail

Lecture 80 Basel IV – Exposures secured by Residential Real Estate

Lecture 81 Basel IV – Exposures Secured by Commercial Real Estate

Lecture 82 Basel IV – Land Acquisition, Development and Construction Exposures

Lecture 83 Basel IV – Currency Mismatch Multiplier

Section 15: Basel IV Internal Ratings Based Approach

Lecture 84 Basel IV – Internal Ratings Based Approach

Lecture 85 Basel IV IRB – PD & LGD Parameter Floors

Lecture 86 Basel IV IRB – Other Changes

Section 16: Basel IV Operational Risk

Lecture 87 Basel IV – Operational Risk

Lecture 88 Basel IV: Operational Risk Standardised Approach

Lecture 89 Basel IV: Operational Risk Capital Requirement

Section 17: Basel IV – Capital Flooring

Lecture 90 Basel IV – Capital Flooring

Section 18: Basel IV – Leverage Ratio

Lecture 91 Basel IV – Leverage Ratio

Risk Managers: Enhance your risk management skills and stay updated on regulatory changes.,Compliance Officers: Ensure your institution's compliance with Basel standards.,Bankers & Financial Professionals: Gain a deeper understanding of risk management in banking.,Regulators & Supervisors: Develop expertise in overseeing Basel implementation.,Students & Academics: Build a solid foundation in banking regulation and risk management.