Published 8/2024
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 5.54 GB | Duration: 6h 41m
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.
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