E-Learning Course: Capital Adequacy Planning - Basel I (Library of 7 courses)

  • ID: 306084
  • Training
  • 21 Hours
  • KESDEE Inc
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A comprehensive e-learning product dealing with regulatory capital requirements for credit risk and market risk based on 1988 capital accord, RAROC techniques and capital allocation within the goals of profit maximization and regulatory compliance.

Sufficient capital is required to protect an organization’s depositors and counterparties from an institution’s on- and off-balance sheet risks. Banks need to have confidence in each other’s stability to transact business. It is therefore essential for banks to maintain adequate capital to cover their credit and market risks. This product encompasses the international standards agreed upon in July 1988 at the Bank for International Settlements. The 1996 amendment to the 1988 Capital Accord that sets out a framework for calculating the capital requirements for market risk is also covered in this product.

Learning Objectives:

- Understand the capital standards and other regulatory requirements, as per the capital adequacy
directives by the Basel Accord
- Consolidate knowledge on capital adequacy calculations
- Assess the impact of capital requirements on management practices by defining, measuring,
monitoring and managing risk

Course Level and Number of Courses:
Intermediate Level. Library of 7 Courses

Instructional Method:
Dynamic, Interactive e-learning

Recommended Background:
Familiarity with basic financial concepts
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Capital Adequacy Planning Course

Time taken to complete each Course: Two - Three hours

1. Overview

Objectives
Introduction
What is Capital?
Risk Weights
Target Standard ratio
Internal Analysis of Capital Adequacy

2. Credit Risk - I

Objectives
Introduction
Risk Weights
Amendments

3. Credit Risk - II

Objectives
Introduction
Off-balance sheet items
Bilateral Netting
Credit Derivatives
Multilateral Netting

4. Market Risk Capital: Overview

Objectives
Overview to Market Risk Capital

5. Standardized measurement approach

Objectives
Interest Rate Risk
Equity Position Risk
Foreign Exchange Risk
Commodity Risk
Treatment of Options

6. Internal ratings based approach

Objectives
Introduction
Market risk factors and Quantitative standards
Stress testing and External validation
Combination of Approaches

7. RAROC

Objectives
Overview
RAROC Capital Charge and Uses
Case Study

JOB AIDS
Benchmarking Data
Disclosures
Global Best Practices
Measurement Tools
Regulations
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