Credit Risk Under Basel Ii, Iii And Iv Accords

Free Download Credit Risk Under Basel Ii, Iii And Iv Accords
Published 1/2024
MP4 | Video: h264, 1920×1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 2.69 GB | Duration: 3h 54m
An Analysis of Basel II, Basel III, and Basel IV: Credit Risk

What you’ll learn
The concepts of credit risk under Basel II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework.
Critical Analysis of the Basel Accords: Necessity, Advantages, and Shortcomings
The key financial regulations around Basel Capital Adequacy requirements
The key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit risk.
High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk
Requirements
There are no prerequisites or requirements to take this course.
Description
This intensive program delves into the essential aspects of managing credit risk within Basel II, III, and IV frameworks. Designed for beginners and professionals seeking more profound expertise, this course equips you with the knowledge and skills to navigate the complexities of bank capital adequacy regulations.Key Focus:Mastering the Fundamentals: Gain a thorough understanding of the Basel Accords’ evolution, purpose, and impact on the global financial system.Demystifying Capital Calculations: Explore the various capital types (CET1, Tier 1, Tier 2), their calculation methods, and their influence on risk-weighted assets.Navigating Risk Weighting: Unravel the risk weighting system, its application in determining capital requirements, and its role in mitigating credit risk exposure.Basel III in Depth: Analyze the core Basel III standards, including the CET1 ratio, CAR, and Leverage Ratio, and their practical implications for capital adequacy.Embracing Basel IV: Compare and contrast the new Basel IV standards with Basel III, focusing on critical changes and their impact on credit risk management practices.Learning Outcomes:Confidently explain the Basel framework and its objectives for ensuring financial stability.Differentiate between capital types and calculate capital requirements under each Basel Accord.Apply risk weighting strategies to assess exposure and determine capital needs accurately.Appreciate the significance of Basel regulations in safeguarding banks and depositors.Develop practical skills for effective credit risk management within the regulatory landscape.No prior knowledge of Basel regulations is required!Assessment:Your understanding will be continuously evaluated through interactive quizzes and a comprehensive final exam.By completing this program, you’ll gain the confidence and expertise to manage credit risk effectively within the evolving Basel framework.
Overview
Section 1: Basel II Framework
Lecture 1 Introducing Basel II
Lecture 2 Highlights of the Basel II Framework
Lecture 3 Basel II: The Three Pillars
Lecture 4 Introducing Pillar I
Lecture 5 A High-Level Summary of the Basel II Framework
Section 2: Basel II Credit Risk
Lecture 6 What is Regulatory Capital?
Lecture 7 Risk Weighted Asset & Capital Ratio
Lecture 8 What is Credit Risk?
Lecture 9 Basel II: Standardized Approach
Lecture 10 Exposure to Sovereigns
Lecture 11 Exposure to Public Sector Entities
Lecture 12 Exposure to Multilateral Development Bank
Lecture 13 Exposure to Banks
Lecture 14 Exposure to Corporates
Lecture 15 Retail Exposures
Lecture 16 Residential & Commercial Mortgage Exposures
Lecture 17 Past Due Exposures
Lecture 18 High Risk Exposures & Equity Exposures
Lecture 19 Original Exposure Calculation
Lecture 20 Exposure Value Calculation
Lecture 21 Credit Risk Mitigation
Section 3: Basel II: Standardized Approach Examples
Lecture 22 Basel II: Standardized Approach Examples
Section 4: Basel II Internal Ratings Based Approach
Lecture 23 Internal Ratings Based Approach
Lecture 24 Asset Classes and Risk Components
Lecture 25 Basel II IRBF – Asset Class
Lecture 26 BASEL II IRBF: Probability of Default
Lecture 27 BASEL II IRBF: LGD & Maturity
Lecture 28 Basel II IRBF – EAD Calculation
Lecture 29 Key Input Fields for EAD Calculation
Lecture 30 Basel II – Calculation of Risk Weight & RWA under the Basel II IRBF
Lecture 31 Basel II IRBF – Mitigant
Section 5: Basel II IRBF: Example Exercises
Lecture 32 Basel II IRBF: Example Exercises
Section 6: Basel II Advanced Internal Ratings Based Approach
Lecture 33 Basel II IRBA – Asset Class
Lecture 34 Basel II IRBA – Probability of Default
Lecture 35 Basel II IRBA – Loss GIven Default (Distinct)
Lecture 36 Basel II IRBA – Maturity
Lecture 37 Basel II IRBA – EAD Calculation
Lecture 38 Calculation of Risk Weight for Wholesale Exposures under IRBA
Lecture 39 Calculation of Risk Weight for Retail Exposure under the IRBA
Lecture 40 Key Input Fields for EAD Calculation under the IRBA
Lecture 0 Basel II IRBA – Expected Loss Calculation
Lecture 0 Basel II IRBA – Exposures in Default
Lecture 0 Basel II IRBA – Mitigation
Lecture 0 Introduction to Basel III
Lecture 0 Highlights of Basel III
Lecture 0 Basel III Capital Composition
Lecture 0 Basel III – Mandatory Capital Conservation Buffer
Lecture 0 Discretionary Countercyclical Capital Buffer
Lecture 0 Capital for Global Systematically Important Banks (GSIBs)
Lecture 0 Introduction to Basel IV
Section 7: Basel IV Credit Risk
Lecture 0 Basel IV – Credit Risk Standardised Approach
Lecture 0 Basel IV – Exposure to Sovereigns, PSEs and MDBs.
Lecture 0 Basel IV – Exposure to Banks
Lecture 41 Basel IV – Exposure to Covered Bonds
Lecture 0 Basel IV – Exposure to Corporates
Lecture 42 Basel IV – Specialized Lending Exposures
Lecture 0 Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments
Lecture 43 Basel IV – Exposure to Retail
Lecture 44 Basel IV – Exposures secured by Residential Real Estate
Lecture 45 Basel IV – Exposures Secured by Commercial Real Estate
Lecture 0 Basel IV – Land Acquisition, Development and Construction Exposures
Lecture 46 Basel IV – Currency Mismatch Multiplier
Lecture 47 Basel IV – Internal Ratings Based Approach
Lecture 48 Basel IV IRB – PD & LGD Parameter Floors
Lecture 49 Basel IV IRB – Other Changes
Anyone interested in learning more about regulatory reporting or building a career in financial services,Analysts,Risk Managers,Investors,Regulators,Internal Auditors

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