Credit Risk Management under Basel II, III and IV - Risk Management solution in Uk | Basel IV | Financial advisor

The concepts of capital adequacy under Basel II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework.
The key financial regulations around Basel Capital Adequacy requirements by examining the roles of BCBS, EBA, PRA, OSFI etc., in implementing Basel requirements.
The key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit risk.
High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk.

Course Content

Introduction

Course Introduction

02:33

Basel II Framework

Basel II Credit Risk

What is Regulatory Capital?

05:03
Risk Weighted Asset & Capital Ratio

04:41
What is Credit Risk?

03:00
Basel II: Standardized Approach

02:44
Exposure to Sovereigns

03:12
Exposure to Public Sector Entities

03:09
Exposure to Multilateral Development Bank

03:41
Exposure to Banks

02:44
Exposure to Corporates

02:12
Retail Exposures

02:20
Residential & Commercial Mortgage Exposures

03:52
Past Due Exposures

01:41
High Risk Exposures & Equity Exposures

01:35
Original Exposure Calculation

02:28
Exposure Value Calculation

04:32
Credit Risk Mitigation

03:27
Basel II Standardized Approach Quiz

Basel II Standardised Approach Calculation Examples

Basel II Internal Ratings Based Approach

Internal Ratings Based Approach

04:00
Asset Classes and Risk Components

02:19
Basel II IRBF – Asset Class

03:00
BASEL II IRBF: Probability of Default

02:32
BASEL II IRBF: LGD & Maturity

05:18
Basel II IRBF – EAD Calculation

04:48
Key Input Fields for EAD Calculation

01:41
Basel II – Calculation of Risk Weight & Risk Weighted Asset under the Basel II IRBF

07:26
Basel II IRBF – Mitigant

03:23
Basel II IRB Quiz

IRBF Calculation Examples

Basel II Advanced Internal Ratings Based Approach

Basel II IRBA – Asset Class

03:39
Basel II IRBA – Probability of Default

03:31
Basel II IRBA – Loss GIven Default (Distinct)

04:34
Basel II IRBA – Maturity

03:18
Basel II IRBA – EAD Calculation

02:18
Calculation of Risk Weight for Wholesale Exposures under IRBA

03:32
Calculation of Risk Weight for Retail Exposure under the IRBA

04:37
Key Input Fields for EAD Calculation under the IRBA

01:37
Basel II IRBA – Expected Loss Calculation

01:25
Basel II IRBA – Exposures in Default

02:16
Basel II IRBA – Mitigation

01:15
Basel II IRBA Quiz

IRBA Calculation Examples

Basel III Introduction

Basel III Capital Requirements

Basel IV Introduction

Basel IV Credit Risk

Basel IV – Credit Risk Standardised Approach

03:30
Basel IV – Exposure to Sovereigns, PSEs and MDBs.

02:26
Basel IV – Exposure to Banks

04:44
Basel IV – Exposure to Covered Bonds

03:56
Basel IV – Exposure to Corporates.

03:27
Basel IV – Specialized Lending Exposures

05:37
Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments

01:53
Basel IV – Exposure to Retail

02:41
Basel IV – Exposures secured by Residential Real Estate

03:15
Basel IV – Exposures Secured by Commercial Real Estate

02:13
Basel IV – Land Acquisition, Development and Construction Exposures

01:29
Basel IV – Currency Mismatch Multiplier

02:09

Basel IV Internal Ratings Based Approach

Conclusion

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What Will You Learn?

Course Content

Introduction

Course Introduction

Basel II Framework

Introducing Basel II

Highlights of the Basel II Framework

Basel II: The Three Pillars

Introducing Pillar I

A High-Level Summary of the Basel II Framework

Introduction to Basel II Quiz

Basel II Credit Risk

What is Regulatory Capital?

Risk Weighted Asset & Capital Ratio

What is Credit Risk?

Basel II: Standardized Approach

Exposure to Sovereigns

Exposure to Public Sector Entities

Exposure to Multilateral Development Bank

Exposure to Banks

Exposure to Corporates

Retail Exposures

Residential & Commercial Mortgage Exposures

Past Due Exposures

High Risk Exposures & Equity Exposures

Original Exposure Calculation

Exposure Value Calculation

Credit Risk Mitigation

Basel II Standardized Approach Quiz

Basel II Standardised Approach Calculation Examples

Basel II: Standardized Approach Examples

Quiz

Basel II Internal Ratings Based Approach

Internal Ratings Based Approach

Asset Classes and Risk Components

Basel II IRBF – Asset Class

BASEL II IRBF: Probability of Default

BASEL II IRBF: LGD & Maturity

Basel II IRBF – EAD Calculation

Key Input Fields for EAD Calculation

Basel II – Calculation of Risk Weight & Risk Weighted Asset under the Basel II IRBF

Basel II IRBF – Mitigant

Basel II IRB Quiz

IRBF Calculation Examples

Basel II IRBF: Example Excercises

Basel II Advanced Internal Ratings Based Approach

Basel II IRBA – Asset Class

Basel II IRBA – Probability of Default

Basel II IRBA – Loss GIven Default (Distinct)

Basel II IRBA – Maturity

Basel II IRBA – EAD Calculation

Calculation of Risk Weight for Wholesale Exposures under IRBA

Calculation of Risk Weight for Retail Exposure under the IRBA

Key Input Fields for EAD Calculation under the IRBA

Basel II IRBA – Expected Loss Calculation

Basel II IRBA – Exposures in Default

Basel II IRBA – Mitigation

Basel II IRBA Quiz

IRBA Calculation Examples

IRBA Calculation Examples

Basel III Introduction

Introduction to Basel III

Highlights of Basel III

Basel III Capital Requirements

Basel III Capital Composition

Basel III – Mandatory Capital Conservation Buffer

Discretionary Countercyclical Capital Buffer

Capital for Global Systematically Important Banks (GSIBs)

Basel IV Introduction

Introduction to Basel IV

Basel IV Credit Risk

Basel IV – Credit Risk Standardised Approach

Basel IV – Exposure to Sovereigns, PSEs and MDBs.

Basel IV – Exposure to Banks

Basel IV – Exposure to Covered Bonds

Basel IV – Exposure to Corporates.

Basel IV – Specialized Lending Exposures

Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments

Basel IV – Exposure to Retail

Basel IV – Exposures secured by Residential Real Estate