What Will You Learn?
- The concepts of capital adequacy under Basel I, 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, operational, and market risk.
- High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk, Operational Risk & Market Risk.
Course Content
Introduction
-
Course Introduction
02:33
Basel II Framework
-
Introducing Basel II
03:28 -
Highlights of the Basel II Framework
03:52 -
Basel II: The Three Pillars
02:59 -
Introducing Pillar I
03:47 -
A High-Level Summary of the Basel II Framework
03:16 -
Introduction to Basel II Quiz
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
03:40 -
Exposure to Banks
02:44 -
Exposure to Corporates
02:12 -
Retail Exposures
02:20 -
Residential & Commercial Mortgage Exposures
03:53 -
Past Due Exposures
01:41 -
High Risk Exposures & Equity Exposures
01:34 -
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: Standardized Approach Examples
12:52 -
Quiz
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 IRBF: Example Excercises
28:46
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
Basel II Operational Risk
-
Basel II Operational Risk Introduction
02:31 -
Basel II Operational Risk Methodologies
04:41
Basel II Market Risk
-
Basel II – Market Risk Introduction
01:26 -
Overview of CIU Market Risk
02:53 -
CIU Risk Calculations
04:10
CIU Risk Calculation Examples
-
CIU Risk Calculation Examples
19:16
Basel II Equity Market Risk
-
Equity Market Risk Overview
03:03 -
Basel II – Equity Specific Risk Own Funds Capital and Equity General Own Funds Capital Requirement.
03:00 -
Dividend Products Own Funds & Synthetic Dividend Products Own Funds Capital Requirement
04:23 -
Basel II Equity Market Risk – Own Funds Capital Requirement & Position subject to capital charge
02:40
Equity Risk Calculation Examples
-
Equity Risk Calculation: Examples
34:29
Basel III Introduction
-
Introduction to Basel III
02:01 -
Highlights of Basel III
02:44
Basel III Capital Requirements
-
Basel III Capital Composition
05:00 -
Basel III – Mandatory Capital Conservation Buffer
03:58 -
Discretionary Countercyclical Capital Buffer
03:42 -
Capital for Global Systematically Important Banks (GSIBs)
02:09
Basel III Liquidity Risk
-
Liquidity Risk and Liquidity Risk Management
05:16 -
Developments that Led to the 2008 Financial Crisis and the regulatory response to it.
09:26 -
Leverage and Liquidity Risk
04:47 -
Objectives of the LCR and Calculation of the LCR
05:05 -
High Quality Liquid Assets
05:31 -
Cash Flow Measurement
01:37 -
LCR Implementation Timeline
00:52 -
Overview of the NSFR
03:27 -
Available and Required Stable Funding
07:21
Basel III Leverage Ratio
-
Leverage Ratio
03:40
Basel IV Introduction
-
Introduction to Basel IV
06:42
Basel IV Credit Risk
-
Basel IV – Credit Risk Standardised Approach
03:29 -
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
05:36 -
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
03:14 -
Basel IV – Exposures Secured by Commercial Real Estate
02:13 -
Basel IV – Land Acquisition, Development and Construction Exposures
01:28 -
Basel IV – Currency Mismatch Multiplier
02:09
Basel IV Internal Ratings Based Approach
-
Basel IV – Internal Ratings Based Approach
04:19 -
Basel IV IRB – PD & LGD Parameter Floors
03:37 -
Basel IV IRB – Other Changes
02:33
Basel IV Operational Risk
-
Basel IV – Operational Risk
05:46 -
Basel IV: Operational Risk Standardised Approach
07:08 -
Basel IV: Operational Risk Capital Requirement
01:47
Basel IV Capital Flooring
-
Basel IV – Capital Flooring
03:42
Basel IV Leverage Ratio
-
Basel IV – Leverage Ratio
03:47
Conclusion
-
Conclusion
00:51
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