المخرجات
By the end of this training course, trainees will be 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, including Common equity tier 1 (CET1), additional tier 1 (AT1), and tier 2, as well as basel III’s regulatory buffers.
- 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.
الفئة المستهدفة
- Professionals working in:
- Treasury.
- Risk.
- Finance.
- Capital management.
- Regulatory compliance.
- Audit.