Capital Adequacy Planning - Basel I
- Price: US$ 150.00
- Publisher: KESDEE
- Number of modules: 7
- Length: 14-21个小时
- Language: English
- Subscription: 12 months
Manage your Bank's Capital Ratio According to the Basel I Framework
Do you need to understand the Basel I Capital Standards?
Sufficient capital is required to protect a bank’s depositors and counterparties from on- and off-balance-sheet risks. Banks need to have confidence in each other’s stability to carry out routine business transactions. Banks must maintain adequate capital to cover their credit and market risks in order to be responsible market participants.
In this course, you will learn about the international standards agreed upon in July 1988 at the Bank for International Settlements (BIS) and how they impact mutlinational banks today.
This is an important background course for anyone dealing in risk management at a financial institution.
Looking for a large number of licenses for your bank or financial institution? Contact us or call +852 8175 7500 for pricing options.
Capital Adequacy Planning: 7 modules of 2 - 3 hours each:
1. Overview of Capital Adequacy Planning
- What is Capital?
- Risk Weights
- Target Standard ratio
- Internal Analysis of Capital Adequacy
2. Credit Risk
- Risk Weights
- Off-balance sheet items
- Bilateral Netting
- Credit Derivatives
- Multilateral Netting
3. Internal ratings based approach
- Market risk factors and Quantitative standards
- Stress testing and External validation
- Combination of Approaches
4. Market Risk Capital Overview
5. Standardized measurement approach
- Interest Rate Risk
- Equity Position Risk
- Foreign Exchange Risk
- Commodity Risk
- Treatment of Options
6. Risk-Adjusted Return on Capital (RAROC)
Bonus: Study Aids and Key Calculations for Basel I
- Measurement Tools
- Global Best Practices
- Benchmarking Data
- Capital Ratio Calculator
- General Market Risk for Interest Rate Related Instruments
- Maturity Ladder Approach for Commodities Risk
- Delta-Plus Method for Options