Basel II University
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Duration : 1 hour
- The objectives of the ‘International convergence of capital measurement and capital standards’. (Also known as Basel II)
- The substance of minimum capital requirements (Pillar I)
- The role of supervision as an essential complement to minimum capital requirement
- The broad qualitative and quantitative disclosures which banks have to disclose under new Basel Capital accord
Duration : 1 hour
- General considerations with regard to disclosure requirements
- Scope of application
Duration : 1 hour
- Risk components and risk weights for corporate, bank, equity and sovereign exposures
- Approaches used to estimate the risk components
- Minimum requirements for corporate, bank, equity and sovereign exposures
Duration : 1 hour
- Techniques that banks use to mitigate credit risk
- Treatment of risk mitigation techniques in standardized approach
Duration : 1 hour
- Simplified Standardized approach for credit risk
- Treatment of credit risk mitigation techniques under simplified standardised approach
- Treatment securitization transactions
- Simplified Standardized approach for operational risk
Duration : 1 hour
- The mechanism of IRB approach
- Different categories of exposures
- Risk components involved
- Subapproaches in IRB approach
- The procedure for adopting IRB approach across asset classes
- Transition arrangements under the IRB approach
Duration : 2 hours
- Risk weight for corporate exposure
- Risk weight for Specialized Lending portfolio
- Risk weight for IRB Sovereign portfolio
- Risk weight for IRB Bank exposures Portfolio
- Risk weight for qualifying revolving retail exposures portfolio
- Risk weight for Other Retail exposures Portfolio
- Risk weights for equity exposures
- Risk weights for Purchased receivables
Duration : 1 hour
- Minimum requirements under each exposures to be eligible for the IRB approach
Duration : 1 hour
- IRB approach for securitization exposures
- Credit Risk Securitization framework
Duration : 1 hour
- Principles for management and supervision of operational risk
- Framework for evaluating operational risk management policies and practices
- Role of supervisors and the utility of disclosure
- Qualifying criteria for operational risk measurement approaches
Duration : 30 Minutes
- Qualifying criteria for operational risk measurement approaches
Duration : 1 hour
- Methods to measure market risk capital
- Capital Ratio
Duration : 1 hour
- Treatment of Interest rate risk
- Treatment of equity position risk
- Treatment of Foreign Exchange Risk
- Treatment of Commodity Risk
- Treatment of options
Duration : 1 hour
- 'General' and 'Qualitative' requirements banks need to fulfill to be eligible to use the internal models approach
- Quantitative standards that banks have to keep in mind for calculating their capital charge
- Specification of market risk factor
- Back Testing
- Stress Testing
Duration : 30 Minutes
- Key principles of Supervisory review process
Duration : 1 hour
- Specific issues to be addressed under supervisory review process
- Principles for the management and supervision of Interest Rate risk management
Duration : 2 hours
- Significance Of Risk Transfer
- Market innovations
- Provision Of Implicit Support and the supervisory action
- Residual risks
- Early amortization
- Call Provisions
Duration : 1 hour
- General considerations with regard to disclosure requirements
- Scope and applications
- Disclosure requirements for various risk exposures
Duration : 1 hour
- Concepts and requirements for an IRB framework for corporate credit.
Duration : 1 hour
- Supervisory guidance on ratings of IRB systems for corporate credit risk
Duration : 1 hour
- Supervisory guidance on quantification of probability of default of IRB systems for corporate credit risk.
Duration : 1 hour
- Supervisory guidance on quantification of loss given default of IRB systems for corporate credit risk.
Duration : 1 hour
- Supervisory guidance on quantification of exposure at default of IRB systems for corporate credit risk
- Supervisory guidance on quantification of maturity of IRB systems for corporate credit risk
Duration : 1 hour
- Supervisory guidance on data maintenance of IRB systems for corporate credit risk.
Duration : 1 hour
- Supervisory guidance on Control and Oversight Mechanisms of IRB systems for corporate credit risk.
Duration : 1 hour
- Concepts and requirements for an IRB framework for retail credit.
Duration : 1 hour
- Supervisory guidance on retail risk segmentation.
Duration : 1 hour
- Supervisory guidance on quantification of IRB systems Probability of Default.
Duration : 1 hour
- Supervisory guidance on quantification of IRB systems Loss Given Default.
Duration : 1 hour
- Supervisory guidance on quantification of IRB systems Exposure at Default.
Duration : 1 hour
- Supervisory guidance on quantification of special cases and applications.
Duration : 1 hour
- Supervisory guidance on validation of IRB systems for retail credit risk.
Duration : 1 hour
- Supervisory guidance on data maintenance of IRB systems for retail credit risk.
Duration : 1 hour
- Supervisory guidance on control and oversight mechanisms of IRB systems for retail credit risk.
Duration : 1 hour
- Supervisory guidance on operational risk to implement Advanced Measurement Approach (AMA) with reference to corporate governance.
Duration : 1 hour
- Supervisory guidance on the operational risk management framework for implementing advanced measurement approach.
Duration : 1 hour
- Supervisory guidance on the elements of an AMA framework.
Duration : 1 hour
- Supervisory guidance on risk quantification and mitigation for implementing advanced measurement approach.
Duration : 1 hour
- Supervisory guidance on data maintenance and testing requirements for implementing advanced measurement approach.