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.
For the past two years, Gary has worked as an independent consultant on projects for the European Central Bank’s TRIM (targeted review of internal models). His focus has been on quantitative credit risk assessment and management in financial institutions (principally the Basel regulatory accords).
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    Terms and Conditions

    Payment Methods: Once payment has been received we will send each registered delegate the welcome link to begin the course.

    Cancellation and Transfer Policy: No cancellations will be accepted once payment has been received and the licences is for one user only and is non transferable. Masterclass Events and its subsidiaries hereby reserves all rights.

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

    Event Details
    • Start Date
      27th Jul 2020
    • End Date
      1st May 2022
    • Status
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      I would recommend you to anyone. Excellent coordination of the event.

      Anglo Platinum

      Great Course

      Thanks for a great course. I thoroughly enjoyed myself and your staff were excellent.

      Liberty Life


      Brilliant, well above anything that I have been exposed to before.

      Standard Bank