BOOTCAMP Basel Regulations

BOOTCAMP BASEL REGULATIONS

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Sln Topics Details
01 Basel II: Framework Overview Introduction to Basel II accord
Basel II Implementation Timeline
Financial Regulators and Their Roles
Basel II: The Three Pillars
Regulatory Capital, RWA & Capital Ratio
02 Basel II: Standardised Approach Basel II Standardised RWA Overview
Exposure Classifications under STD Approach
Risk Weight application for exposure classes.
03 Basel II: Standardised Approach (cont'd) Risk Measures derivation under STD Approach
CRM application under STD Approach
Basel II STD Approach Exercise
04 Basel II: Internal Ratings Based (IRB) Approach Introduction to Foundation and Advance Approach
05 IRB Foundation Approach (IRBF) IRBF Approach Overview
Review of Asset Classes reported under IRBF Approach
Risk components derivation under IRBF Approach (PD, LGD, Maturity, EL, EAD)
Risk Measures derivation under IRBF Approach
CRM application under IRBF Approach
Basel II IRB Foundation Approach Exercise
06 IRB Advance Approach (IRBA) IRBA Approach Overview
Review of Asset Classes reported under IRBA Approach
Risk components derivation under IRBA Approach (PD, LGD, Maturity, EL, EAD)
Risk Measures derivation under IRBA Approach
CRM application under IRBA Approach
Basel II IRB Advance Approach Exercise
07 Operational Risk under Basel II What is Operational Risk?
The Basic Indicator Approach (BIA)
The Standardized Approach (SA)
The Advanced Models Approach (AMA)
08 Market Risk under Basel II What is Market Risk?
Trading Book under Basel I vs Basel II
Market Risk Capital Requirement
Standardised Measurement Method (SMM)
Internal Model Method (IMM)
09 Changes to Regulatory Capital Ratio under Basel III Basel III Framework Overview
Tier I Capital Ratio
Capital Conservation Buffer
Countercyclical Capital Buffer
Capital for Global Systemically Important Banks
10 Overview of Liquidity Risk under Basel III Liquidity Risk & Liquidity Risk Management
Developments that Led to 2008 Financial Crisis
Leverage & Liquidity Risk
Regulatory Response To 2008 Financial Crisis
11 Liquidity Coverage Ratio (LCR) What is LCR?
Objectives of LCR
Calculation of LCR
Implementation Timeline
12 Net Stable Funding Ratio (NSFR) What is NSFR?
Objectives of NSFR
Calculation of NSFR
13 Leverage Ratio Need for Leverage Ratio
Advantages & Disadvantages of Leverage Ratio
Calculation of Leverage Ratio
14 Basel III 2017 Reform Overview Introduction to Basel III reforms
Need for Basel III Reforms
Basel III reforms Implementation Timeline
15 Basel III Reform: Standardised Approach What is Credit Risk?
Main changes under Standardized Approach
Risk Weight application for exposure classes.
16 Basel III Reform: Standardised Approach (cont'd) Risk Measures derivation under STD Approach
CRM application under STD Approach
Basel III Reform STD Approach Exercise
17 Basel III Reforms: Internal Ratings Based Approach Background
Summary of The Main Changes To IRB Approach PD Parameter Floors LGD Parameter Floors Other Changes To IRB Approach
18 Operational Risk under Basel III Reform Operational Risk Background
Summary of Main Changes
Operational Risk: Standardised Approach
Review of BI,BIC,ILM & Regulatory Capital
19 CVA under Basel III Reform Background
Implementation Timeline
Summary of main changes Standardised Approach (SA - CVA)
Removal of Internal Model Approach (IMA-CVA)
Basic Approach (BA-CVA
Alternative Approach '
20 Capital Flooring under Basel III Reform Background
Summary of Main Changes
Implementation: Floor transitioning
21 Leverage Ratio under Basel III Reform Background
Implementation Timeline
Summary of Main Changes
ABOUT THE TRAINER

No content

Ans. 1. Anyone with finance background like having studied some level of CFA FRM or actuaries can join this program.

Ans.2. Maths Primers and Python Primers have been included in the program, so no previous experience is expected.

Ans 3. This course is quite long & comprehensive only because we have covered the entire curriculum in 3 parts – theory discussion, visualisations in excel, practical implementation through hands-on session in excel & python

Ans.4. To get certificates you need to complete all topic wise assignments, master project and pass the Final exam.

Ans.5. You can take either 1 year access or lifetime access. Please note that lifetime access is chargeable extra

Ans.6 With this website we have integrated a customized P2T player that will allow you to play encrypted classes. There are no limitations on the number of views. Also the software is compatible with Windows, Mac, Android or iPhone

Ans.7. To interact with the trainer we have a dedicated forum ‘D-forum’. Any questions asked on D-forum are expected to be replied within 24 hours by trainers and team of moderators & experts.

Ans. 8. Presently we are conducting exams in Aug mid and Jan mid. You can choose any of the cohort. In case you are not able to pass the exam in one go, you can re-book at a nominal charge

Ans.9. Every class is supported by One note files, Excel sheets & Python notebooks, Assignments and Quizzes, all these are available in the course section only.

Ans. 10. You get Letter of Recommendation physically delivered to you within 60 days of passing the exam. LOR’s also mention the chosen specialisation with the project details.

No content

Sln Topics Details
01 Basel II: Framework Overview Introduction to Basel II accord
Basel II Implementation Timeline
Financial Regulators and Their Roles
Basel II: The Three Pillars
Regulatory Capital, RWA & Capital Ratio
02 Basel II: Standardised Approach Basel II Standardised RWA Overview
Exposure Classifications under STD Approach
Risk Weight application for exposure classes.
03 Basel II: Standardised Approach (cont'd) Risk Measures derivation under STD Approach
CRM application under STD Approach
Basel II STD Approach Exercise
04 Basel II: Internal Ratings Based (IRB) Approach Introduction to Foundation and Advance Approach
05 IRB Foundation Approach (IRBF) IRBF Approach Overview
Review of Asset Classes reported under IRBF Approach
Risk components derivation under IRBF Approach (PD, LGD, Maturity, EL, EAD)
Risk Measures derivation under IRBF Approach
CRM application under IRBF Approach
Basel II IRB Foundation Approach Exercise
06 IRB Advance Approach (IRBA) IRBA Approach Overview
Review of Asset Classes reported under IRBA Approach
Risk components derivation under IRBA Approach (PD, LGD, Maturity, EL, EAD)
Risk Measures derivation under IRBA Approach
CRM application under IRBA Approach
Basel II IRB Advance Approach Exercise
07 Operational Risk under Basel II What is Operational Risk?
The Basic Indicator Approach (BIA)
The Standardized Approach (SA)
The Advanced Models Approach (AMA)
08 Market Risk under Basel II What is Market Risk?
Trading Book under Basel I vs Basel II
Market Risk Capital Requirement
Standardised Measurement Method (SMM)
Internal Model Method (IMM)
09 Changes to Regulatory Capital Ratio under Basel III Basel III Framework Overview
Tier I Capital Ratio
Capital Conservation Buffer
Countercyclical Capital Buffer
Capital for Global Systemically Important Banks
10 Overview of Liquidity Risk under Basel III Liquidity Risk & Liquidity Risk Management
Developments that Led to 2008 Financial Crisis
Leverage & Liquidity Risk
Regulatory Response To 2008 Financial Crisis
11 Liquidity Coverage Ratio (LCR) What is LCR?
Objectives of LCR
Calculation of LCR
Implementation Timeline
12 Net Stable Funding Ratio (NSFR) What is NSFR?
Objectives of NSFR
Calculation of NSFR
13 Leverage Ratio Need for Leverage Ratio
Advantages & Disadvantages of Leverage Ratio
Calculation of Leverage Ratio
14 Basel III 2017 Reform Overview Introduction to Basel III reforms
Need for Basel III Reforms
Basel III reforms Implementation Timeline
15 Basel III Reform: Standardised Approach What is Credit Risk?
Main changes under Standardized Approach
Risk Weight application for exposure classes.
16 Basel III Reform: Standardised Approach (cont'd) Risk Measures derivation under STD Approach
CRM application under STD Approach
Basel III Reform STD Approach Exercise
17 Basel III Reforms: Internal Ratings Based Approach Background
Summary of The Main Changes To IRB Approach PD Parameter Floors LGD Parameter Floors Other Changes To IRB Approach
18 Operational Risk under Basel III Reform Operational Risk Background
Summary of Main Changes
Operational Risk: Standardised Approach
Review of BI,BIC,ILM & Regulatory Capital
19 CVA under Basel III Reform Background
Implementation Timeline
Summary of main changes Standardised Approach (SA - CVA)
Removal of Internal Model Approach (IMA-CVA)
Basic Approach (BA-CVA
Alternative Approach '
20 Capital Flooring under Basel III Reform Background
Summary of Main Changes
Implementation: Floor transitioning
21 Leverage Ratio under Basel III Reform Background
Implementation Timeline
Summary of Main Changes

No content

Ans. 1. Anyone with finance background like having studied some level of CFA FRM or actuaries can join this program.

Ans.2. Maths Primers and Python Primers have been included in the program, so no previous experience is expected.

Ans 3. This course is quite long & comprehensive only because we have covered the entire curriculum in 3 parts – theory discussion, visualisations in excel, practical implementation through hands-on session in excel & python

Ans.4. To get certificates you need to complete all topic wise assignments, master project and pass the Final exam.

Ans.5. You can take either 1 year access or lifetime access. Please note that lifetime access is chargeable extra

Ans.6 With this website we have integrated a customized P2T player that will allow you to play encrypted classes. There are no limitations on the number of views. Also the software is compatible with Windows, Mac, Android or iPhone

Ans.7. To interact with the trainer we have a dedicated forum ‘D-forum’. Any questions asked on D-forum are expected to be replied within 24 hours by trainers and team of moderators & experts.

Ans. 8. Presently we are conducting exams in Aug mid and Jan mid. You can choose any of the cohort. In case you are not able to pass the exam in one go, you can re-book at a nominal charge

Ans.9. Every class is supported by One note files, Excel sheets & Python notebooks, Assignments and Quizzes, all these are available in the course section only.

Ans. 10. You get Letter of Recommendation physically delivered to you within 60 days of passing the exam. LOR’s also mention the chosen specialisation with the project details.