Certified Basel III

Overview of Basel III Framework

Introduction to Basel III regulations and objectives

Key components of Basel III: capital adequacy, liquidity, and leverage ratios

Evolution from Basel I and Basel II to Basel III

Impact of Basel III on global banking landscape

Capital Adequacy Requirements

Understanding Tier 1, Tier 2, and Total Capital ratios

Calculation and interpretation of risk-weighted assets (RWAs)

Common Equity Tier 1 (CET1) capital requirements

Capital buffers: capital conservation buffer, countercyclical buffer

Liquidity Risk Management

Liquidity coverage ratio (LCR) and its significance

Net stable funding ratio (NSFR) and its implications

Managing liquidity risk in the context of Basel III requirements

Strategies for maintaining adequate liquidity buffers

Leverage Ratios and Risk Assessment

Calculation and interpretation of leverage ratios

Importance of leverage ratios in risk management

Assessing leverage risk and its impact on capital adequacy

Enhancing risk assessment practices under Basel III

The Risk Weighted Assets

The denominator: Enhanced risk coverage

Understanding securitization

Risk-weighted assets, exposures and fully phased-in eligible capital

Overall capital requirements and actual capital ratios (worksheet “Requirements”)

Definition of capital

Information on TLAC holdings

Additional information on provisions

Additional information on TLAC

The Capital Ratio

In addition to the quality of capital and risk coverage

Current capital

Capital distribution data

Calibration

Transition period

Stress Testing and Scenario Analysis

Importance of stress testing in Basel III compliance

Conducting scenario analysis to assess capital and liquidity resilience

Integrating stress testing results into risk management practices

Real-life case studies on stress testing and scenario analysis

Regulatory Reporting and Compliance

Overview of regulatory reporting requirements under Basel III

Challenges and best practices in regulatory compliance

Role of technology in streamlining regulatory reporting processes

Ensuring accuracy and timeliness in regulatory filings

Risk Management Frameworks

Implementing robust risk management frameworks in accordance with Basel III

Integrating risk management into business processes

Addressing operational risk challenges in the context of Basel III

Role of risk culture and governance in effective risk management

Market Risk Management

Overview of market risk measurement methodologies

Value at Risk (VaR) and Expected Shortfall (ES)

Managing market risk in trading and banking book activities

Implications of Basel III on market risk management practices

Credit Risk Management

Credit risk assessment and mitigation techniques

Role of credit rating agencies in credit risk management

Basel III requirements for credit risk capital adequacy

Managing counterparty credit risk in derivatives and trading activities

Operational Risk Management

Understanding operational risk and its sources

Basel III requirements for operational risk capital

Implementing effective controls and processes to mitigate operational risk

Case studies on operational risk incidents and their impact.

Level and Composition of regulatory capital

Components and determinants of risk-based capital requirements

Interactions between risk-based, output floor and leverage ratio capital requirements

Compliance and Governance

Ensuring compliance with Basel III regulations and guidelines

Role of board of directors and senior management in governance

Implementing effective compliance monitoring and reporting mechanisms

Addressing regulatory scrutiny and enforcement actions

Emerging Challenges and Future Trends

Anticipating future developments in Basel regulations

Addressing emerging risks and vulnerabilities in the banking sector

Harnessing technology and innovation to meet Basel III requirements

Strategies for staying ahead in an evolving regulatory landscape