Basel II University

 
  • Price: US$ 400.00
  • Publisher: KESDEE
  • Number of modules: 63
  • Length: 126 hours
  • Language: English
  • Subscription: 12 months
whats-included

A Complete Guide to Basel II Foundation, Implementation and Impact

This is without a doubt the most comprehensive series available of e-learning courses on Basel II. The series is relevant, up-to-date and can be understood by technical practitioners as well as general staff.

If your bank has implemented Basel II or is in the process of implementing Basel II, this is an invaluable resource for your entire organization. In this suite of courses, we cover everything you need to know about Basel II and how to make it work for you.

This detailed set of e-learning courses will help you understand all aspects of Basel II strategy, implementation, risk management and analysis. You'll also learn about risk modeling, legal and regulatory risks, emerging challenges and systems and software tools to ensure success with Basel II.

Are you rolling out Basel II at your bank? Contact us for enterprise licensing options.

 
 

 

Basel II University - 63 Modules of 2-3 hours each.


1. General

  • Basel II - An Overview
  • Basel II - Cross Border Implementation Issues
  • Basel II - Scope of Application

2. Credit Risk – Standardized Approach

  • Risk Weight Frame Work
  • Credit Risk Mitigation
  • External Credit Assessments
  • Simplified Standardized Approach

3. Credit Risk – Internal Ratings Based (IRB) Approach

  • Corporate IRB Portfolio
  • Corporate IRB Portfolio – Specialized Lending Portfolio
  • Sovereign IRB Portfolio
  • Bank IRB Portfolio
  • Residential Mortgage Exposures
  • Qualifying Revolving Retail Exposures
  • Other Retail Portfolio
  • Equity Exposures Portfolio
  • Purchased Receivables IRB Portfolio
  • Basel II and IRB – Minimum Requirements
  • Treatment of Expected Losses

4. Credit Risk – Securitization

  • Standardized Approach
  • IRB Approach
  • Operational Requirements
  • Supervisory Review Process

5. Operational Risk

  • Basic Indicator Approach
  • Standardized Approach
  • Advanced Measurement Approaches
  • Mapping of Business Lines and Loss Event Classification
  • Operational Risk Management – Sound Practices
  • Qualifying Criteria for Operational Risk

6. Market Risk (Pillar I)

  • Overview
  • Interest Rate Risk
  • Equity Position Risk
  • Foreign Exchange Risk
  • Commodity Risk
  • Options Risk
  • Qualitative and Quantitative Standards
  • Specifications to Market Risk Factors
  • Stress Testing

7. Supervisory Review Process (Pillar II)

  • Key Principles
  • Specific Issues
  • Interest Rate Risk

8. Market Discipline (Pillar III)

  • General Considerations
  • Disclosure Requirements

9. IRB Systems for Corporate Credit

  • Overview
  • Ratings for IRB systems
  • Quantification of IRB Systems – Probability of Default  (PD)
  • Quantification of IRB Systems – Loss Given Default  (LGD)
  • Quantification of IRB Systems – Exposure at Default (EAD) and Maturity
  • Data Maintenance Framework
  • Control and Oversight Mechanisms

10. IRB Systems for Retail

  • Retail Risk Segmentation Systems for IRB
  • Quantification of IRB Systems – PD
  • Quantification of IRB Systems – LGD
  • Quantification of IRB Systems – EAD and Maturity
  • Quantification: Special cases
  • Validation
  • Data Maintenance
  • Control and Oversight Mechanisms

11. Operational Risk – Advanced Measurement Approaches (AMA)

  • Introduction to Operational Risk
  • Operational Risk Management Elements
  • Elements of an AMA Framework
  • Risk Quantification and Mitigation
  • Data Maintenance and Testing

 

Bonus: Basel II References

  • Benchmarking Data
  • Disclosures
  • Global Best Practices
  • Measurement Tools
  • Regulations

 

Bonus: 17 Technical Calculators in Basel II Course Library

  1. Capital Ratio
  2. Basic Indicator Approach
  3. Credit Enhancement Level
  4. Customer Due Diligence (CDD) – Comprehensive Basel II Calculator
  5. CDD – Retail Exposures
  6. Corporate Exposures - IRB Approach
  7. Comprehensive Approach
  8. Standardized Approach
  9. Effective Maturity
  10. Currency and Maturity Mismatch
  11. Credit Risk – Standardized Approach
  12. Capital Charge for Operational Risk – Alternative Standardized Approach
  13. Capital Charge Basic Indicator Approach (Op Risk)
  14. Standardized Approach (Op Risk)
  15. Internal Measurement Approach
  16. Maturity Ladder Approach For Commodities Risk
  17. Delta-Plus Method For Options