Basel Bank Regulation

Also covered are liquidity requirements and the importance of the national supervisor and reporting requirements.

Learning Objectives:

At the end of the course delegates should have a broad understanding of the following subject areas:

• How banks are required to estimate the scale of their Credit, Operational and Market risks using one of the different levels of approaches (e.g. Standardised, Internal Ratings-Based, IRB)
• The drawbacks of some of the methods and how they compare
• The required ratios of the different types of capital
• How the amount of existing capital is calculated
• How the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratios (NSFR) attempt to mitigate liquidity risk
• The importance of Pillar Two (Supervisory review) given the swing from ‘light touch’ to intervention in the regulatory response to the crisis
• The Pillar Three (Disclosure) requirements

Prerequisites:

• A basic level of knowledge of banks, fixed income and derivatives would be helpful but is not essential.

Who Should Attend?

• Financial analysts
• Fund managers
• Risk managers
• Internal audit
• Bank treasury staff
• Financial institution bond sales and trading staff
• Banking regulators
• Settlements and middle office staff
• Corporate treasurers