BASEL II COURSE LIBRARY

This is without a doubt the most comprehensive series of e-learning courses in Basel II on the market. They are relevant, up-to-date and can be understood by technical practicioners and general staff.

If your bank has implemented Basel II or is in the process of implementing Basel II, this is a key resource for your entire organization. In this suite of courses, we cover everything that 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 will also learn about risk modeling, legal and regulatory risks, emerging challenges and systems and software tools to ensure success with Basel II.

Send us an email to trial our e-learning courses for Basel II training.

Basel II "University" (63 modules)

Learning time per module: 2 - 3 hours

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 Standardised Approach
  

3. Credit Risk – Internal Ratings Based Approach

• Corporate Internal Ratings Based 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

• Standardised 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

• 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-PD
  
• Quantification of IRB Systems-LGD
  
• Quantification of IRB Systems-EAD and Maturity
  
• Data Maintenance Framework
  
• Control and Oversight Mechanisms
  

10. IRB-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-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