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Certified Basel III Professional

Basel III is a global regulatory standard on bank capital adequacy, stress testing, and market liquidity risk. Having initially been agreed upon by the Basel Committee on Banking Supervision in 2010–11. Changes to the Accord have extended the implementation to 31st March 2019. Basel III strengthens bank capital requirements by increasing bank liquidity and decreasing bank leverage.

Basel III differs from Basel I & II in that it requires different levels of reserves for different forms of deposits and other types of borrowings, so it does not supersede them so much as it does work alongside Basel I and Basel II.

This complex and constantly changing landscape can be hard to keep up with, our course and training will help you manage likely changes and their impact on your institution. We are accredited with and a training partner to the Basel Certification Institute and as such the quality and suitability of our training and material is guaranteed to be up to date and effective.

Objectives

  • Preparation for the Certified Basel Professional Examination.
  • Define hands-on strategies and techniques for the definition, measurement, analysis, improvement, and control of operational risk within a banking organisation.

Summary of Syllabus

  • Introduction to Basel norms and amendments to the Basel Accord (III)
  • Regulations for market, credit, counterparty and liquidity risk
  • Stress testing for various risk measures including how to formulate and deliver stress tests
  • The likely effects of Basel III on the international banking industry, including demonstrations of its practical application
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DateLocationPriceCourse Booking
December 03-05, 2018London-EalingClick here -->
April 23-25, 2019London-EalingClick here -->
August 27-29, 2019London-EalingClick here -->

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Introduction to Basel Norms

Basel IV and New advances in Regulation

  1. AN OVERVIEW OF BASEL TEXTS
  • Sources – The Basel papers
  • From Basel I to Basel IV
  • The perimeter of regulatory texts
  • National flavours
  • The principles
  • The pillars
  • The approaches
  • Liquidity risk
  • Governance and internal controls
  • Disclosure and transparency

 

  1. MARKET RISK
  • Banking book and trading book
  • The Fundamental Review of the Trading Book (FRTB)
  • Interest Rate risk in the banking book
  • Measurements of market risk
  • Implementation of VaR and Expected Shortfall
  • VaR/ES shortcomings: the normality assumption and others
  • Internal model approaches
  • Model testing
  • Handling bubbles and black swans

 

  1. CREDIT RISK
  • Framework for credit risk; EAD-PD-LGD model
  • Credit risk mitigation
  • Counterparty credit risk
  • Credit/Debit Valuation Adjustment
  • Standard and IRB approaches
  • Calibration in A-IRB approach
  • Default Correlations

 

  1. OPERATIONAL RISK
  • The principles for operational risk management
  • 3-line defence, 4-eye principle
  • The different approaches
  • The death of AMA
  • Processes, systems and controls
  • Inventory of risks, loss event data, loss modelling
  • Loss distribution approach
  • Business process and data dependencies
  • Process-based risk management
  • Risk and controls self-assessment
  • Operational Risk VaR (OpVar)

 

  1. STRESS-TESTING REQUIREMENTS
  • What is stress-testing
  • Regulatory views – before and after
  • Regulatory and managerial principles
  • Stress-testing methodologies
  • Why do most institutions fail real-life tests
  • Stress-testing as public psychodrama
  • Reverse stress-testing

 

  1. MANAGING STRESS-TESTING
  • The pitfalls
  • Forecasting the extreme
  • Black swans and dragonflies
  • Scenario selection
  • Review of a few real-life cases
  • Communicating stress-tests
  • Use of stress-testing and integration in risk governance

 

  1. LIQUIDITY RISK REGULATION
  • Regulatory capital: recapitulation
  • Tier 1 and tier 2 capitals
  • Capital and liquidity
  • Introduction of global minimum liquidity standards
  • Prerequisites: data logistics
  • The liquidity ratios: rationale, calculation, interpretation
  • Monitoring tools
  • The new counter cyclical capital buffer
  • Treatment of surplus when buffer returns to zero
  • Interaction with Pillar 1 and 2

 

 

  1. THE ICAAP PROCESS AND OTHER ISSUES
  • Regulatory vs. economic capital
  • Inventory of risks
  • Principles and application
  • Other risks; reputation, models etc.
  • Risk-based governance
  • Securitization and non-standard derivatives
  • Home-host regulation
  • SIFIs

 

 

  1. INTEREST RATE IN THE BANKING BOOK, IFRS 9 AND OTHER ISSUES
  • Modelling interest rates
  • Deterministic vs. stochastic models
  • Types of interest rate risks
  • Yield curve, bootstrapping
  • Duration and convexity
  • Sensitivity parameters
  • Simulation methodologies
  • Fund Transfer Pricing (FTP)
  • Hedging interest rate risk in the banking book

 

10 MODEL VALIDATION

  • Modelling, what for
  • Best practices in model building
  • Cases in model failure
  • The regulator’s perspective
  • The model approval process
  • Modelling put to the test of ESG (Environment, Sustainability and Governance)

 

11 CAPITAL MANAGEMENT

  • Overview and dynamics of capital management
  • Composition of capital
  • Capital allocation
  • Regulatory vs. economic capital
  • Capital allocation models
  • EaR – Earnings at Risk
  • Risk appetite and capital management
  • Capital adequacy and capital optimisation

 

 

12 CASE STUDY

 

13 NATIONAL DISCRETIONS AND VARIATIONS

  • According to the place and the audience, highlights on the specific requirements of specific regulatory authorities

 

14 CONSULTATIONS IN PROGRESS AND THE WAY FORWARD

  • Examination and discussions on the current consultations
  • Discussion: what may come next

 

15 &16 EXAMINATION

 

MINI-CASE-STUDIES AND GROUP DISCUSSIONS WILL BE PERFORMED EACH DAY.

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Additional Information

Basel III Course Objectives:
• Preparation for the Certified Basel Professional Examination
• Define hands-on strategies and techniques for the definition, measurement, analysis, improvement, and control of operational risk within a banking organization

Who should attend the Basel III Course?

This training is only intended for individuals preparing for the Basel III certification exam.

Popular searches: Basel III course, Basel 3 course, Basel 3 certification course, Basel III training, Basel 3 training, Basel 3 certification training

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