By the end of this training course , trainees will able to :

-        Identify the role and importance of capital in a bank’s balance sheet.

-        Explain the purpose, principles, evolution and application of the Basel Capital Adequacy regulations.

-        Identify the composition and relative importance of the different capital types.

-        Describe the component of Basel III accord related to liquidity, leverage ratio and G-SIB/D-SIBs regulations.

-        Differentiate the alternative methodologies for assessing risk weighted assets for credit, market and operational risks.

-        Apply the Basel Capital Adequacy rules to a bank.

-        Explain the significance and purpose of the ICAAP and its key components including stress testing.

-        Describe the purpose of the ILAAP and its key components.

-        Differentiate between Regulatory Capital and Economic Capital.

-        Explain RAROC and how it is used to price products and evaluate performance.