Course details
Objectives :
- Implementing IRB.
- (Calculating IRB Parameters (PD,LGD,EAD.
- IRB Collateral.
- Calculating the EL and UL.
- Compiling with the Minimum Requirements for IRB Approach.
Contents :
- Categorization of Exposures:
- Corporate Exposures.
- Sovereign Exposures.
- Bank Exposures.
- Retail Exposures.
- Equity Exposures.
- Eligible Purchased Receivables.
- Foundation and advanced approaches :
- Probability of Default (PD).
- Loss Given Default (LGD).
- Exposure at Default (EAD).
- Methodology for Recognition of Eligible IRB Collateral.
- Calculation of Expected loss and Unexpected Loss.
- Minimum Requirements for IRB Approach.
- Rating system Design.
- Risk rating System Operations.
- Corporate Governance and Oversight.
- Use of Internal Ratings.
- Risk Quantification.
- Validation of Internal Estimates.
- Supervisory LGD and EAD Estimates.
- Requirements for Recognition of Leasing.
- Calculation of Capital Charges for Equity Exposures.
- Disclosure Requirements.
- How to comply with IRB approach :
- Risk rating System.
- Calibration and Migration Matrix.
- Validation.
- Case Study.
Course Location
About Institute of Banking Studies
The Central Bank of Jordan began in 1965 to study the necessary means of setting up a team for theoretical and practical training aimed at promoting human cadres of the banking and financial sector and study its employees needs and satisfy their desires to advance their scientific and practical abilities . These efforts culminated in the creation of the Institute of Banking Studies in accordance with Article (37) Paragraph (d) of the Central Bank of Jordan Law and in accordance with the Institute,s Articles of Association No. (69) issued on 1970. The Institute was officially inaugurated on October 9, 1971 and was housed then at the Central Bank,s premises.
In the early 1990,s , the Institute witnessed a new stage ; the construction of the Institute,s permanent headquarter in Tla,a Al Ali , a suburb of the capital Amman . The complex was constructed on an eight dunums plot of land and comprised of administration units, academic and training activities halls, library, laboratories, cafeteria, health clinic and a multipurpose hall. Also , the Institute has two branches, one in Irbid and the other in Aqaba. The purpose of these branches is to widen the distribution of academic and training activities conducted by the Institute to cover the various regions of the Kingdom.
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