Outcomes
By the end of this training course , trainees will able to :
- Identify the role and importance of capital in a bank’s balance sheet.
- Explain the purpose, principles, evolution and application of the Basel Capital Adequacy regulations.
- Identify the composition and relative importance of the different capital types.
- Describe the component of Basel III accord related to liquidity, leverage ratio and G-SIB/D-SIBs regulations.
- Differentiate the alternative methodologies for assessing risk weighted assets for credit, market and operational risks.
- Apply the Basel Capital Adequacy rules to a bank.
- Explain the significance and purpose of the ICAAP and its key components including stress testing.
- Describe the purpose of the ILAAP and its key components.
- Differentiate between Regulatory Capital and Economic Capital.
- Explain RAROC and how it is used to price products and evaluate performance.
Target Group
- All bank employees at all levels from the control departments (Risk Management, Compliance, Internal Audit, Internal Control, Finance ).
Contents
- Bank Regulatory Capital.
- Basel III Minimum Capital Requirement.
- Supervisory Review Process.
- Beyond Regulatory Capital.
- Practical examples and applications.