Capital Adequacy Planning Basel 1 - US & UK Markets

The course will provide with a general overview of current financial regulation with a combination of theory and practice, including case studies.

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 5h 27m | 37 Videos | 62311 Views |   Intermediate

Bank Capital Planning under Basel I:

The overall aim of this course is to provide participants with a general overview of current financial regulation under the Basel Accords.The course will emphasize on core capital, additional capital requirements for trading books, counterparty risk, liquidity management and leverage. And be able to appreciate the effect of variables such as duration, volatility, exposure at default, loss given default and counterparty probability of default upon the capital requirements of typical product groups utilized by banks.

The tutorials will include the following :

1. Introduction to Basel 1 norms
2. Bank’s asset classification System
3. Implementation of Basel 1
4. What is CAR – Tier 1 and Tier 2 capitals
5. Risk weighted assets
6. Minimum Capital Adequacy Ratios requirements
7. CAR planning for banks – examples of calculation
8. Bank Regulatory Capital example Wall Street
9. Capital adequacy planning and risk management SEB bank
10. Composition of Capital requirement for CAR – RBS bank

Target Customers:

• This course is suitable for risk managers, regulators, bankers and analysts
• Officers and advisors of banks and financial institutions
• Users who wish to gain insight into capital adequacy and its importance for banks

Pre-Requisites:

• Basic understanding of Accounting
• Basic knowledge of Financial products and functions.

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