Image

Basel II

Executive Overview

Agenda Program
divider graphic
icon
Location
Prague, NH Hotel Prague
icon
Price
N/A
icon
Lecturer
N/A
icon
Language
English
icon
Evaluation
N/A
divider graphic
Three Pillars of Basel II
Measuring Credit, Market and Operational Risk
Supervisory Review Process
Role of Market Discipline
Important Implementation Issues
Impact of Basel II on Banks' Risk Management
Managing Bank Capital under Basel II
The purpose of this seminar is to give the participant a good introduction to the new Basel Accord – commonly known as "Basel II". We start with a look at the market trends such as "securitization" and the use of other off-balance financing and risk management techniques that have necessitated the development of a new framework. We then take a closer look at the "three pillars" upon which the new Basel Accord is based. First, we give an overview and examples of methods for quantifying market, credit and operational risk and we explain how these risks are related to a bank's "eligible capital" to arrive at the Capital Ratio. We present and explain the "standardized" as well as the more advanced approaches to measuring these risk. Further, we look at the "supervisory review process" in Pillar Two. We give an overview of the key principles of supervisory review, risk management guidance and supervisory transparency and accountability with respect to banking risks and explain how supervisors are expected to evaluate how well banks are assessing their capital needs relative to their risks. Third, we briefly discuss how "market discipline" is going to complement the minimum capital requirements and the supervisory review process. We explain how the increased disclosure requirements will allow market participants to assess the capital adequacy of the institution. Finally, we give an overview of important implementation issues and discuss the possible impact of Basel II on the bank's risk and capital management.

Program of the seminar: Basel II

The seminar timetable follows Central European Time (CET).

09.00 - 09.15 Welcome and Introduction

09.15 - 10.15 General Introduction to Basel II

  • Background, Intentions and Scope
  • The Three Pillars of Basel II
  • The Capital Ratio

10.15 - 10.30 Coffee Break

10.30 - 12.00 Measurement Framework in Basel II

  • Measuring Market Risk
    • Standardized Approach
    • Internal Models Approach
  • Measuring Credit Risk
    • Standardized Approach
    • Internal Ratings Based Approach
    • Risk Mitigation

12.00 - 13.00 Lunch

13.00 - 14.30 Measurement Framework (continued)

  • Measuring Operational Risk
    • Basic Indicator Approach
    • Standardized Approach
    • Advanced Measurement Approach
    • Risk Mitigation

Closer Look at Pillar 2 and 3

  • The Supervisory Review Process
  • The Role of Market Discipline

14.30 - 14.45 Coffee Break

14.45 - 16.15 Implementation and Management of Basel II

  • Important Implementation Issues
  • The Impact of Basel II on Banks' Risk Management
  • Managing Bank Capital under Basel II

16.15 - 16.30 Evaluation and Termination of the Seminar

Training catalogue in PDF
arrow-up icon