Basel III & Basel IV On Demand Online Training

Course Outline

Credit and Liquidity Risk

  • Understand the significance of credit risk as a major driver of potential bank instability
  • Be able to fit a distribution to these credit losses and estimate important parameters from these distributions such as expected loss, unexpected loss, correlation, etc.
  • Be able to extract default correlation from asset correlation and know the difference between these two important parameters into credit risk models
  • Understand the significance of correlation (default and asset) in the credit loss estimation process and how ignoring this parameter might have affected the outcome of the credit crunch
  • Appreciate the reasons behind the regulatory capital calculations

Market and Operational Risk

  • Appreciate the corrections applied to Basel II by the recent introduction of the Basel III accord.
  • Know how to estimate the requisite parameters for the procyclical (Basel II) capital buffer and be able to model the long run mean for the countercyclical metric.
  • Appreciate the origins of credit valuation adjustments (CVA), know why the calculation is fiendishly difficult and the regulatory (Basel III) rules pertaining to CVA.
  • Understand the significance of expected shortfall in the market loss estimation process.
  • Know some mathematical procedures to estimate expected shortfall (non-trivial).
  • Know the background and details of all aspects of the new trading book regime proposed by the recent introduction of the Basel IV accord.
  • Understand the proposed changes to the standardised approach to credit risk and
  • Know – and be able to apply – the proposed changes to the simpler operational risk approaches.

Who Should Attend?

  • Risk managers – market/credit/operational
  • Regulatory and compliance staff o Internal auditors
  • Chief Risk Officers
  • Chief Financial Officers
  • Financial Controllers

Key Features

  • Course can be viewed Anytime, Anywhere and on Any Device.
  • Play, Pause or Continue from where you left off.
  • Course presented by a leading expert on the subject with complex Excel Spreadsheets for calculating risk profiles and compliance.
  • Each module contains a quiz with a final assessment on completion of all modules.
  • Certificate of completion issued.
  • Extra exercises to understand the concepts are also available.
  • User Interface view can be adjusted to suite user preference.

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Event Details

Event Location
Virtual Event
Event Date
On Demand

Price

R13,495.00 ZAR (Ex. VAT) (ZAR) or
$950.00 USD (all Inclusive)
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