Basel is a universally accepted set of measures developed by the Basel Committee on Banking Supervision because of the financial situation of 2007 to enhance understanding of key supervisory issues and quality improvement of banking supervision worldwide. It sets out a framework that covers areas such as capital adequacy, stress testing, and market liquidity risks, etc.
This three-day course provides participants with a comprehensive overview of Basel capital and liquidity regulations for banks and financial institutions. This is an interactive course, where real-life examples, case studies, and exercises are used to illustrate key learning points to enable participants to apply the concepts delivered throughout the course.
- develop a thorough understanding and detailed knowledge of the Basel framework (II and III)
- define hands-on strategies and techniques for the definition, measurement, analysis, improvement, and control of operational risk within a banking organization
- templates for computations
• Board members with risk responsibilities
• CROs and Heads of Risk Management
• Chief Financial Controllers and Finance Managers
• Members of the Risk Management team
• Compliance, legal and IT support staff
• Equity and Credit Analysts
• Portfolio Managers
• Rating Agency Analysts