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Course Title
The new
Basel Accord (Basel ii) and the implementation in the European Union
via the Capital Requirements Directive - 5
days
Objectives:
The seminar has been designed to
provide with the knowledge and skills needed to understand and
support Basel II compliance in EU.
Target
Audience:
This course can be
customized to meet the needs of:
- IT and
Information Security Directors, Managers and
Professionals
- Risk and
Compliance Officers
- IT and
Information Security Process Owners
- Network,
System and Security Administrators
- IT
Auditors
- IT, Security
and Management Consultants
Duration:
5 Days, 09:00 to
17:00.
Course
Synopsis:
·
From
The Bank for International Settlements (BIS) to the Capital
Requirements Directive
·
The
Bank for International Settlements (BIS)
·
The
Basel Committee on Banking Supervision
·
Regulatory
supervision of internationally active
banks
·
From
the failure of the Bankhaus Herstatt and the crisis of confidence to
the Basel i and ii frameworks
·
From the Basel ii framework
to
the Capital Requirements Directive
·
Too
many levels of freedom, too many challenges and difficulties for the
national supervisors
·
The
First Basel Capital Accord
·
Assets
are weighted by factors
·
On-balance
sheet
·
Off-balance
sheet
·
Examples
of capital requirements
·
Basel
I amendments
·
The
New Basel Capital Accord (Basel II)
·
Realigning
the regulation with the economic realities of the global banking
markets
·
How
much capital is necessary to serve as a sufficient
buffer?
·
Improving
risk and asset management
·
The
technical challenges for both banks and
supervisors
·
The
three-pillar regulatory structure
·
Purposes
of Basel II
·
Scope
of the application
·
Pillar
1: Minimum capital requirements
·
Credit
Risk – 3 approaches
·
The
standardized approach to credit risk
·
Claims
on sovereigns
·
Claims
on banks
·
Claims on
corporates
·
The
two internal ratings-based (IRB) approaches to credit
risk
·
Some
definitions: PD - The probability of default, LGD - The loss given
default, EAD - Exposure at default, M –
Maturity
·
5
classes of assets
·
Pillar
2: Supervisory review
·
Key
principles
·
Aspects
and issues of the supervisory review
process
·
Pillar
3: Market discipline
·
Disclosure
requirements
·
Qualitative
and Quantitative disclosures
·
Guiding
principles
·
Employees
Affected
·
Effective
Dates
·
Framework
for internal control systems in banking organizations - Basel
Committee on Banking Supervision
·
The
13 Principles for the Assessment of Internal Control Systems
·
The
13 Principles and COSO
·
The
control environment
·
Risk
assessment
·
Control
activities
·
Information
and communication
·
Monitoring
·
Types
of control breakdowns typically seen in problem bank
cases
·
The
objectives and role of the internal controls
framework
·
The
major elements of an internal control
process
·
Evaluation
of internal control systems by supervisory
authorities
·
Role
and responsibilities of external
auditors
·
Supervisory
lessons learned from internal control
failures
·
Operational
Risk
·
What
is operational risk
·
Legal
risk
·
Information
Technology operational risk
·
Operational,
operations and operating risk
·
The
evolving importance of operational risk
·
Quantification
of operational risk
·
Loss
categories and business lines
·
Operational
risk measurement methodologies
·
Identification
of operational risk
·
The
Delphi method
·
Operational
Risk Approaches
·
Basic
Indicator Approach (BIA)
·
Standardized
Approach (SA)
·
Alternative
Standardized Approach (ASA)
·
Advanced
Measurement Approaches (AMA)
·
Internal
Measurement Approach (IMA)
·
Loss
Distribution (LD)
·
Standard
Normal Distribution
·
“Fat
Tails” in the normal distribution
·
Expected
loss (EL), Unexpected Loss (UL)
·
Value-at
Risk (VaR)
·
Value-at
Risk and Basel I amendment, 1996
·
Value-at
Risk and Basel II
·
Calculating
Value-at Risk
·
Monte
Carlo simulations
·
Monte
Carlo limitations
·
Extreme
Value theory
·
Scoreboards
·
Stress
Testing
·
Stress
testing and Basel
·
(AMA)
Advantages / Disadvantages
·
Recognition
of the firms’ own modelling of operational risk
losses
·
“Weak
banks”, internal and external audit and sound practices for
operational risk
·
Self
assessment
·
Key
Risk Indicators
·
Operational
Risk Measurement Issues
·
The
game theory
·
The
prisoner’s dilemma – and the connection with operational risk
measurement and management
·
Operational
risk management
·
Operational
Risk Management Office
·
Key
functions of Operational Risk Management
Office
·
Key
functions of Operational Risk Managers
·
Key
functions of Department Heads
·
Internal
and external audit
·
Operational
risk sound practices
·
Operational
risk mitigation
·
Insurance
to mitigate operational risk
·
Third-party
service providers and vendors
·
Redefining
outsourcing
·
Outsourcing
services and Basel II compliance
·
The
new definition of outsourcing
·
Outsourcing
after Basel II
·
Offshore
outsourcing is also redefined
·
Key
risks of outsourcing
·
What
is needed from vendors and service
providers
·
Capital
Requirements Directive (CRD)
·
Harmonizing
Europe with Directives
·
Directive
2006/48/EC
·
Subject matter, scope
and definitions
·
Requirements for access
to the taking up and pursuit of the business of credit
institutions
·
Provisions concerning
the freedom of establishment and the freedom to provide
services
·
Relations with third
countries
·
Principles and technical
instruments for prudential supervision and
disclosure
·
Provision against
risks
·
Calculation of
requirements
·
Minimum own funds
requirements for operational risk
·
Large
exposures
·
Qualifying holdings
outside the financial sector
·
Disclosure by credit
institutions
·
Powers of
execution
·
Transitional
provisions
·
Directive
2006/49/EC
·
Subject
matter and scope
·
Initial
capital
·
Trading
book
·
Own
funds
·
Provisions
against risks
·
Application
of requirements on a consolidated basis
·
Calculation
of consolidated requirements
·
Monitoring
and control of large exposures
·
Valuation
of positions for reporting purposes
·
Risk
management and capital assessment
·
Reporting
requirements
·
Competent
authorities
·
Supervision
·
Powers
of execution
·
Home
and Host Supervisors
· Cross-border
challenges
·
The
Accord
Implementation Group
· Implementing
Basel II Across Countries
·
Differences:
The European Union and the USA, Middle East, Pacific Rim,
Caribbean
·
The implementation
of Basel II around the globe
·
Markets
in Financial Instruments Directive
(MiFID)
·
From Basel ii to
Mifid
· The
impact of MiFID to EU and non EU banks
·
Aligning
Basel II operational risk and Sarbanes-Oxley 404
projects
·
Common
elements and differences of compliance
projects
·
New
standards
·
Disclosure
issues
·
Multinational
companies and compliance challenges
The course can be
customized to meet specific needs
DIRECTIVE
2006/48/EC OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 14 June
2006 relating to the
taking up and pursuit of the business of credit
institutions (recast)
DIRECTIVE
2006/49/EC OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 14 June
2006 on the capital
adequacy
of investment firms and credit institutions
(recast)
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Download
Our Consulting and Training Services
Catalog
Download
Our Consulting and Training Services Catalog for
Banks
Certified Basel
ii Professional (CBiiPro)
Basel ii Distance learning and online
certification program
The Cost:
US$ 297
What is included
in this price:
A. The official presentations we use in our
instructor-led classes (430 slides)
B. Up to 3 Online
Exams
There is only one exam you need to pass, in order to become
a Certified Basel ii Professional (CBiiPro).
If you fail, you
must study again the official presentations we have sent you
(paragraph A above), but you do not need to spend money to try
again. Up to 3 exams are included in the price.
C.
Personalized Membership Certificate printed in full color.
Processing, printing, packing and posting to your office or
home.
D. The additional Capital Requirements Directive (CRD)
official presentations we use in our Basel ii (instructor-led)
classes in the countries of the European Union (395 slides).
To learn
more:
www.basel-ii-association.com/Distance_Learning_Online_Certification.htm
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