This course provides a high-level overview of the framework, making use of the BCBS web site, together with deeper dives into a selection of standards where revisions have been more substantial since the global financial crisis. To some extent the choice of topics for deeper dives and the amount of detail can be tailored to the wishes of the course participants but we would aim to cover all the topics listed below in the course objectives to a reasonable level of detail.
The course will also look at progress in implementing current standards, particularly in light of delays as a result of the Covid-19 pandemic, in different jurisdictions across the world wilh particular focus on European implementation.
The course has three main objectives:
- To provide a comprehensive overview of the Basel Framework and progress in implementation.
- Provide a deeper and more detailed look at some of the newer standards introduced in Basel III, for example LCR and NSFR, margin requirements for non-centrally cleared trades, IRRBB and a look at forthcoming standards, for example FRTB – the new market risk framework, CVA risk capital revisions and the new approach for operational risk, all scheduled originally for 2022.
- Allow participants to explore the new section of the BIS web site by answering their own questions and suggestions for exploration put to them by the trainer.
Who should attend?
Analysts, Vice Presidents, Directors, Senior Managers in:
- Treasury Functions
- Capital Management
- Regulatory Compliance
- Governance
- Audit
- Risk Analytics
- Market Risk Management
