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Regulatory Capital and Supervision under Basel Committee Standards
Regulatory Capital and Supervision under Basel Committee Standards
التقييم
المدرب/ون
محمد غنيم
عدد الساعات
15
فترة الانعقاد
-
أيام النشاط التدريبي
الاثنين
الثلاثاء
الاربعاء
الخميس
التوقيت
16:30 - 20:15
تصنيفات النشاط التدريبي
المخاطر
لغة النشاط التدريبي
انجليزي
المنهجية
وجاهي
المدينة
عمان
نوع التدريب
دورات قصيرة
اخر موعد للتسجيل
السعر للأردني
120 JOD
السعر لغير الأردني
300 US$
المخرجات

By the end of this training course, trainees will be able to :

-       Understand the role and importance of capital in a bank’s balance sheet.

-       Explain the purpose, principles, evolution and application of the basel capital adequacy regulations.

-       Identify the composition and relative importance of the different capital types, including Common equity tier 1 (CET1), additional tier 1 (AT1), and tier 2, as well as basel III’s regulatory buffers.

-       Describe the component of basel III accord related to liquidity, leverage ratio and G-SIB/D-SIBs regulations.

-       Differentiate the alternative methodologies for assessing risk weighted assets for credit, market and operational risks.

-       Apply the basel capital adequacy rules to a bank.

-       Explain the significance and purpose of the ICAAP and its key components including stress testing.

-       Describe the purpose of the ILAAP and its key components.

-       Differentiate between regulatory capital and economic capital.

-       Understand RAROC and how it is used to price products and evaluate performance.

الفئة المستهدفة

-  Professionals working in:

-    Treasury .

-    Risk .

-    Finance .

-    Capital management.

-    Regulatory compliance.

-    Audit.

الهدف العام

This module will provide a solid theoretical and practical understanding of the current regulatory and supervisory guidelines and Basel III. The broad knowledge points covered in this module include the following:

-    Basel Committee Accords

-    Regulatory Capital and Capital Adequacy Ratio

-    Risk weighted assets (RWA) for Credit Risk, Market Risk and Operational Risk.

-    ICAAP, Stress Testing and ILAAP

-    Economic capital and RAROC

المحتويات

-       Bank regulatory capital :

-       The evolution of basel regulations:

-       Basel I .

-       Basel II: the three pillars:

-       Minimum capital.

-       Supervisory review.

-       Market discipline.

-       Basel III :

-       Capital adequacy ratio minimum requirement.

-       Liquidity framework (LCR, NSFR, monitoring tools).

-       Leverage ratio.

-       G-SIBs and D-SIBs requirements.

-       Definition of regulatory capital under basel III :

-       Basel common equity tier 1 capital (CET1), additional tier 1 capital (AT1) and tier 2 capital.

-       Capita buffers capital conservation, countercyclical and G-SIB/D-SIBs buffers.

-       Pillar 2 add-on.

-       Case study .

-       Basel III minimum capital requirements :

-       The credit risk capital charge :

-       Expected credit losses: IFRS 9: three credit impairment stages.

-       The standardized approach (SA).

-       The foundation internal ratings-based approach (F-IRB).

-       The advanced internal ratings-based approach (A-IRB).

-       The market risk capital charge:

-       The standardized approach.

-       Internal models approach (IMA):

-          Value at risk (VAR) and stressed VAR.

-          Expected shortfall.

-       The operational risk capital charge :

-       Standardized measurement approach.

-       Practical exercises .

-       Pillar 2 –supervisory review :

-       Four key principles of supervisory review .

-       ICAAP :

-       Pillar II risks: credit concentration risk, interest rate risk in the banking book, Liquidity risk, strategic and reputational risks and other risks.

-       Stress testing.

-       ILAAP.

-       Case study.

-       Beyond regulatory capital :

-       Economic capital .

-       Risk Adjusted Performance measures (RAROC).

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