Basel III Credit operations and Market risk

Course details

A program that details the Basel III regulations. It interprets how it could affect the bank’s operating and financial performance. The program is aimed at middle to senior management bank professionals, who are familiar with the Basel II guidelines, and basic accounting terminology.

The workshop is proposed to be conducted over a four day time period and delivered through interactive sessions, case studies and exercises.

Objectives

Upon the completion of this course, the participant will be able to:

• Have detailed knowledge on Basel III regulations, the implementation procedures and timelines.
• Distinguish between capital requirements for various risks such as Credit, Market, Liquidity and Operational that affects banks and its performance.
• Define the Countercyclical Capital Measures and Mechanisms proposed by the Basel Committee on Bank Supervision in managing these risks.
• Analyze the shortcomings in Basel II and define how Basel III attempts to address these issues.
• Discuss the Global Liquidity Standards proposed in the new structure.
• Analyze the impact of Basel III on the consolidation of subsidiaries, affiliates and overseas branches.
• Evaluate how economic cycles affect capital and list the Basel III guidelines
• Appreciate the enhanced Governance standards  

Target Audience

Risk Managers, Auditors, Financial Controllers, Treasurers, Middle, Senior Level Officers from Finance, Treasury, Audit and Compliance functions

Course Structure

The course is conducted using a combination of lectures, discussions and case studies

Program Contents

• Module 1: Banking Regulation and Evolution of Basel III
• Module 2: Definition of Capital
• Module 3: New Definition of Capital and Capital Buffers
• Module 4: Risk Management
• Module 5: Cyclicality and Minimum Capital Requirements (CCR)
• Module 6: Leverage
• Module 7: Global Liquidity Standard
• Module 8: Governance and Principles
• Module 9: Case Study