CERTIFIED BASEL III EXPERT

NAME OF THE COURSE
Certified Basel III Expert
 
CERTIFICATION
Certified Basel III Expert
 
COURSE OVERVIEW
Basel III is a global regulatory standard on bank capital adequacy, stress testing and market liquidity risk. Having initially been agreed upon by the Basel Committee on Banking Supervision in 2010–11, changes to The Accord have extended implementation to 31st March 2019. Basel III strengthens bank capital requirements by increasing bank liquidity and decreasing bank leverage.
Basel III differs from Basel I & II in that it requires different levels of reserves for different forms of deposits and other types of borrowings, so it does not supersede them so much as it does work alongside Basel I and Basel II.
This complex and constantly changing landscape can be hard to keep up with, our course and training will help you manage likely changes and their impact on your institution. We are accredited with and a training partner to the Basel Certification Institute and as such the quality and suitability of our training and material is guaranteed to be up to date and effective
 
TRAINING DURATION
Total Training Hours : 22 Hours
Training Duration      : 1 Week
Total Training  Days  : 4-5 Working Days
 
TRAINING SCHEDULE
Weekdays (Sunday to Thursday)
Regular Sessions : 4 – 6 Hrs Per day (9am to 2pm or 3.00pm to 9.00 pm)
Food & refreshments Included
Weekends (Friday & Saturday)
Fast Track Sessions: 8 Hours per day (9am to 5pm)
Food & refreshments Included
 
CERTIFICATION
Globally recognized certificate from “Kings Global Career Academy”
 
TEST
No
 
LEARNING AIDS
Yes
 
COURSE MATERIAL
Hard & Soft Copies of Study Material
 
LANGUAGE OF INSTRUCTION
English
 
INSTRUCTOR HELPLINE
Yes
1. Email
2. Social Media (For Emergency requirements)
 
REGISTRATION REQUIREMENTS
1. Passport Copy
2. Curriculum Vitae
3. Passport size photographs
4. Course Fee
 
MODE OF PAYMENT
Cash / Cheque / Credit Card / Bank Transfer.
 
ELIGIBILITY CRITERIA
  • Board members with risk responsibilities
  • CROs and Heads of Risk Management
  • Members of the Risk Management team
  • Compliance, legal and IT support staff
  • Equity and Credit Analysts
  • Portfolio Managers
  • Rating Agency Analysts
 
COURSE BENEFITS
  • Preparation for the Certified Basel Professional Examination.
  • Define hands-on strategies and techniques for the definition, measurement, analysis, improvement, and control of operational risk within a banking organization.
 
COURSE CONTENTS
 
1. What is Basel III?
1.1. The Basel III papers
1.2. Was Basel II responsible for the market crisis?
1.3. Introduction to the Basel III Amendments
1.4. The Financial Stability Board (FSB), the G20 and the Basel III framework
 
2. The New Basel III Principles for risk management and corporate governance
The key areas where the Basel Committee believes the greatest focus is necessary
 
2.1 Board practices
2.2 Senior management
2.3 Risk management and internal controls
2.4 Compensation
2.5 Complex or opaque corporate structures
2.6 Disclosure and transparency
 
3. The Quality of Capital
3.1 The numerator: A strict definition of capital
3.2 Limits and Minima
3.3 Common Equity Tier 1
3.4 Common shares issued by the bank
3.5 Additional Tier 1 capital
3.6 Tier 2 capital
3.7 Investments held by banks in capital instruments of other banks and financial and insurance entities
3.8 The corresponding deduction approach and the changes in the business model
3.9 Double Gearing and Basel III
3.10 Securitisation and Resecuritisation
 
4. The Risk-Weighted Assets
4.1 The denominator: Enhanced risk coverage
4.2 Understanding securitization
 
5. The Capital Ratio
5.1 In addition to the quality of capital and risk coverage
5.2 Calibration
5.3 Transition period
 
6. Global Liquidity Standards
6.1 Introduction of global minimum liquidity standards
6.2 The Liquidity Coverage Ratio (LCR) that makes banks more resilient to potential short-term disruptions
6.3 Stock of high-quality liquid assets
6.4 Total net cash outflows
6.5 The Net Stable Funding Ratio (NSFR) that addresses longer-term structural liquidity mismatches
6.6 Available stable funding (ASF)
6.7 Required stable funding (RSF)
6.8 Contractual maturity mismatch
6.9 Concentration of funding
6.10 Available unencumbered assets
6.11 LCR by significant currency
6.12 Market-related monitoring tools
6.13 Transitional arrangements
 
7. Capital Conservation
7.1 Distribution policies that are inconsistent with sound capital conservation principles
7.2 Supervisors enforce capital conservation discipline
 
8. Leverage Ratio
8.1 Strong Tier 1 risk-based ratios with high levels of on and off-balance sheet leverage
8.2 Simple, non-risk-based leverage ratio
8.3 Introducing additional safeguards against model risk and measurement error
8.4 Calculation of the leverage ratio
 
9. Countercyclical Capital Buffer
9.1 Procyclical or Countercyclical?
9.2 The new countercyclical capital buffer
9.3 Home / Host Challenges
9.4 Guidance for national authorities operating the countercyclical capital buffer
9.5 Principles underpinning the role of judgement
9.6 Principle 1: (Objectives)
9.7 Principle 2: (Common reference guide)
9.8 Principle 3: (Risk of misleading signals)
9.9 Principle 4: (Prompt release)
9.10 Principle 5: (Other macroprudential tools)
9.11 Jurisdictional reciprocity
9.12 Frequency of buffer decisions and communications
9.13 Treatment of surplus when buffer returns to zero
 
10. Systemically Important Financial Institutions (SIFIs)
10.1 SIFIs and G-SIFIs
10.2 Improvements to resolution regimes
10.3 Additional loss absorption capacity
10.4 More intensive supervisory oversight
10.5 Stronger robustness standards
10.6 Peer review
10.7 Developments at the national and regional level
10.8 The Financial Stability Oversight Council (FSOC)
10.9 The European Systemic Risk Board (ESRB)
10.10 Strengthening SIFI supervision
 
11. Systemically Important Markets and Infrastructures (SIMIs)
11.1 The Basel Committee and Financial Stability Board endorse central clearing and trade reporting on OTC derivatives
11.2 Derivative counterparty credit exposures to central counterparty clearing houses (CCPs)
12. Risk Modelling, Stress Testing and Scenario Analysis
12.1 Capture of systemic risk/tail events in stress testing and risk modelling
12.2 VaR shortcomings: the normality assumption
12.3 Need for a strong stress testing programme
12.4 Systemic risk capture in banks’ risk models
 
13. Pillar 2 Amendments: Stress testing)
13.1 Pillar 2 Amendments: Stress testing
13.2 Principles for sound stress testing practices and supervision
13.3 15 stress testing principles for banks
13.4 Firm-wide stress testing
13.5 6 stress testing principles for supervisors
 
14. The Impact of Basel III
14.1 The Impact of Basel III
14.2 Investment Banking, Corporate Banking, Retail Banking
14.3 Investment banks are primarily affected, particularly in trading and securitization businesses
14.4 The new capital rules have a substantial impact on profitability
14.5 Basel III Impact on Regional Banks
14.6 Basel III Impact on Pillar 2
14.7 Basel III effect on the financial sector
14.8 Basel III implications for bank risk management
14.9 Implications for the European Systemic Risk Board
14.10 Impact of Basel III for commercial banks?
14.11 Basel III implications for indigenous banks
14.12 Can regional banks mitigate Basel III impacts?
14.13 Other Implications of Basel III
14.14 Areas of Focus
 
15. Conclusions
16. Examples (Case Studies)
Basel III Capital Structure
A worked example of a bank
Basel III – explanation of changes
Basel III Capital Structure
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