Basel II and III

Level: Introductory 

Learning path:  

Prerequisite coursesFinancial Mathematics  

Post course learning path: 

  1. Equivalent courses: 
  • ACI Operations Certificate 
  • ACI Dealing Certificate 
  1. Advanced Courses: 
  • Asset & Liability Management 

Target Audience:  

  • Compliance Officers 
  • Consultants and Suppliers 
  • Regulatory Reporting 
  • Balance Sheet Management & Analysts 
  • Financial staff involved with risk and compliance 
  • Internal Auditors & External Auditors 
  • Analysts – Capital management, Risk, Quants 
  • Risk Managers 

Duration: 6  7.5 hours 

Learning outcomes: 

  • Gain a detailed understanding of the history of the Basel Accords; 
  • Learn the tools which are available in Basel II; 
  • Learn the capital requirements and the risks that are covered by them in Basel II; 
  • Discover risks that are not covered and how these tie into the ICAAP process; 
  • Understand the financial crisis and how Basel II’s weaknesses were highlighted as a result; 
  • Study the regulatory responses to the financial crisis: Basel III. 

Overview: This course provides a detailed overview of the history of the Basel Accords and how they evolved from 1998 to what became known as Basel II. It describes the regulatory tools that are available in Basel II and the risks that are covered and not covered, while also explaining the ICAAP and capital management. Following this detailed overview, the course will focus on the financial crisis and how Basel II’s weaknesses were highlighted as a result, and what regulators plan in response, i.e. Basel III. 

 

Workshop outline 

Introduction to Basel 

Basel II 

Basel II – Credit Risk 

Basel II – Market Risk 

Basel II – Operational Risk 

Basel II – Liquidity risk 

Capital, ICAAP & SREP 

The Financial Crisis  

Basel III 

 

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