معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

Basel Accord: A Comprehensive Analytical Masterclass


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
ياسين صالح الجغبير
2021-01-18 2021-01-21 17:00 20:00 IDL 12

(Objectives / الأهداف)

:

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

-       Identifying the latest international risk standards & regulatory requirement; Basel II & III.

-       Explain Basel approaches with respect to Credit, Market , Liquidity & Operational  Risks.

-       Mastering the concepts, approaches, methods and techniques allowing an effective risk reporting  functionality, including Risk-weighted assets (RWAs).


(Contents / المحتويات)

:

-       Where & what is Basel?

-       Bank for international settlements (BIS).

-       Basel committee on banking supervision.

-       Capital adequacy: the  conceptual framework:

-       Accounting capital.

-       Regulatory capital.

-       Economic capital.

-       Basel journey: BI, BII & BIII:

-       Main components.

-       Where, what & why the differences?

-       Basel II:

-       The three pillar architecture model:

-    Pillar 1: minimum capital requirements.

-    Pillar 2: supervisory review.

-    Pillar 3: market discipline.

-       BII neasurement menu: capital adequacy calculation approaches:

-    Credit risk:

-    Standardized approach.

-    Internal ratings Based approach (IRB):

-    Foundation (F-IRB).

-    Advanced (A-IRB).

-    Market risk:

-    Standardized approach.

-    Internal models (VaR models).

-    Operational risk:

-    Basic indicator approach .

-    Standardized approach.

-    Advanced Measurement approach.

-    Notes on March 2016 amendment proposal.

 - Basel III:

-    Capital enhancements.

-    Leverage ratios.

-    Risk coverage.

-    Liquidity coverage ratio.

-    Net Stable funding ratio .

-    Stress testing & wrong-way risk.

-    Systemic risk:

-       Capital surcharge.

-       Contingent capital .

-       Bail-in debt.

- Brief on Basel IV: new challenges.

- Cases study .



(Participants / المشاركون)

:

-       Risk management staff members.

-       Internal audit, financial control and Basel implementation officers.