Basel Bank Regulation
This one day Basel Bank Regulation course covers the hierarchy of ways in which banks are required to estimate the scale of their main risk exposures – credit, operational, market, the different types of capital, the amounts they must have of each and how these are calculated. Also covered are liquidity requirements and the importance of the national supervisor and reporting requirements.
WHO SHOULD ATTEND?
- Financial analysts
- Fund managers
- Risk managers
- Internal audit
- Bank treasury staff
- Financial institution bond sales and trading staff
- Banking regulators
- Settlements and middle office staff
- Corporate treasurers
At the end of the course delegates should have a broad understanding of the following subject areas:
- How banks are required to estimate the scale of their Credit, Operational and Market risks using one of the different levels of approaches (e.g. Standardised, Internal Ratings-Based, IRB)
- The drawbacks of some of the methods and how they compare
- The required ratios of the different types of capital
- How the amount of existing capital is calculated
- How the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratios (NSFR) attempt to mitigate liquidity risk
- The importance of Pillar Two (Supervisory review) given the swing from ‘light touch’ to intervention in the regulatory response to the crisis
- The Pillar Three (Disclosure) requirements
A basic level of knowledge of banks, fixed income and derivatives would be helpful but is not essential.
Please contact us on +44 (0) 20 7776 7500 or email us at firstname.lastname@example.org with any questions you may have and we will be happy to help you.