The New Basel Capital Accord (Basel IV): Implementation and Compliance Training

SpectraMind Solutions provides training in The New Basel Capital Accord (Basel IV): Implementation and Compliance

Course Title
The New Basel Capital Accord (Basel IV): Implementation and Compliance Training
3 days
Objectives:
The seminar has been designed to provide with the knowledge and skills needed to understand and support Basel II compliance.
Target Audience:
This course is intended for IT and risk managers and professionals from Banks, Financial Institutions, Multinational Corporations, Supervisory Agencies.
This course is recommended for all managers and professionals who need to understand and speak the specialized language of Basel compliance, which must become the common language throughout their
organization.
This course is highly recommended for:
Directors, Managers and Professionals
Risk and Compliance Officers
Process Owners
Network, System and Security Administrators
IT Auditors
IT, Security and Management Consultants

Duration:
3 Days, 09:00 to 17:00.
Course Synopsis:

Basel IV and New advances in Regulation

AN OVERVIEW OF BASEL TEXTS
Sources – The Basel papers
From Basel I to Basel IV
The perimeter of regulatory texts
National flavours
The principles
The pillars
The approaches
Liquidity risk
Governance and internal controls
Disclosure and transparency

MARKET RISK
Banking book and trading book
The Fundamental Review of the Trading Book (FRTB)
Interest Rate risk in the banking book
Measurements of market risk
Implementation of VaR and Expected Shortfall
VaR/ES shortcomings: the normality assumption and others
Internal model approaches
Model testing
Handling bubbles and black swans

CREDIT RISK
Framework for credit risk; EAD-PD-LGD model
Credit risk mitigation
Counterparty credit risk
Credit/Debit Valuation Adjustment
Standard and IRB approaches
Calibration in A-IRB approach
Default Correlations

OPERATIONAL RISK
The principles for operational risk management
3-line defence, 4-eye principle
The different approaches
The death of AMA
Processes, systems and controls
Inventory of risks, loss event data, loss modelling
Loss distribution approach
Business process and data dependencies
Process-based risk management
Risk and controls self-assessment
Operational Risk VaR (OpVar)

STRESS-TESTING REQUIREMENTS
What is stress-testing
Regulatory views – before and after
Regulatory and managerial principles
Stress-testing methodologies
Why do most institutions fail real-life tests
Stress-testing as public psychodrama
Reverse stress-testing

MANAGING STRESS-TESTING
The pitfalls
Forecasting the extreme
Black swans and dragonflies
Scenario selection
Review of a few real-life cases
Communicating stress-tests
Use of stress-testing and integration in risk governance

LIQUIDITY RISK REGULATION
Regulatory capital: recapitulation
Tier 1 and tier 2 capitals
Capital and liquidity
Introduction of global minimum liquidity standards
Prerequisites: data logistics
The liquidity ratios: rationale, calculation, interpretation
Monitoring tools
The new counter cyclical capital buffer
Treatment of surplus when buffer returns to zero
Interaction with Pillar 1 and 2

THE ICAAP PROCESS AND OTHER ISSUES
Regulatory vs. economic capital
Inventory of risks
Principles and application
Other risks; reputation, models etc.
Risk-based governance
Securitization and non-standard derivatives
Home-host regulation
SIFIs

INTEREST RATE IN THE BANKING BOOK, IFRS 9 AND OTHER ISSUES
Modelling interest rates
Deterministic vs. stochastic models
Types of interest rate risks
Yield curve, bootstrapping
Duration and convexity
Sensitivity parameters
Simulation methodologies
Fund Transfer Pricing (FTP)
Hedging interest rate risk in the banking book

10 MODEL VALIDATION
Modelling, what for
Best practices in model building
Cases in model failure
The regulator’s perspective
The model approval process
Modelling put to the test of ESG (Environment, Sustainability and Governance)

11 CAPITAL MANAGEMENT
Overview and dynamics of capital management
Composition of capital
Capital allocation
Regulatory vs. economic capital
Capital allocation models
EaR – Earnings at Risk
Risk appetite and capital management
Capital adequacy and capital optimisation

12 CASE STUDY

13 NATIONAL DISCRETIONS AND VARIATIONS
According to the place and the audience, highlights on the specific requirements of specific regulatory authorities

14 CONSULTATIONS IN PROGRESS AND THE WAY FORWARD
Examination and discussions on the current consultations
Discussion: what may come next

15 MINI-CASE-STUDIES AND GROUP DISCUSSIONS WILL BE PERFORMED EACH DAY.

16 EXAMINATION

RUSH FOR REGISTRATION: LIMITED TIME OFFER!!!!!!!!!

India Course Dates, Venue & Timings:

Sl.No. State City Batch1-Date Batch2-Date Batch3-Date Batch4-Date Batch5-Date Batch6-Date Batch7-Date Batch8-Date Venue Contact
1 Telangana/AP Hyderabad/Vijaywada 23-Nov’19 24-Nov’19 30-Nov’19 1-Dec’19 7-Dec’19 8-Dec’19 14-Dec’19 15-Dec’19 Flat # 617, 6th Floor, Annapurna Block, Aditya Enclave, Ameerpet, Hyderabad-500016, Telangana, India vijay 0-9440089341
2 Karnataka Bangalore/Mysore 30-Nov’19 1-Dec’19 4-Jan’20 5-Jan’19 1-Feb’20 2-Feb’20 29-Feb’20 1-Mar’20 SPECTRAMIND, DBS center, Cunningham road, Bangalore vijay 0-9440089341
3 TamilNadu Chennai/Kochi/Trivandrum 14-Dec’19 15-Dec’19 4-Jan’20 5-Jan’19 1-Feb’20 2-Feb’20 29-Feb’20 1-Mar’20 SPECTRAMIND, CHENNAI, CitiCentre , Level 6, 10/11 Dr.Radhakrishna Salai,Chennai,Tamil Nadu,600 004,India vijay 0-9440089341
4 Maharashtra Mumbai/Pune 21-Dec’19 22-Dec’19 4-Jan’20 5-Jan’19 1-Feb’20 2-Feb’20 29-Feb’20 1-Mar’20 SPECTRAMIND,DBS Heritage,Prescot Road,Opp. Cathedral Sr. School,Fort, Mumbai 400001. DBS Heritage (From Airport instruct the car / cab driver to drive to Fort, FashionStreet. It’s near Siddharth College, Budha Bhavan. Also there are schools like J. P. Pettit School & Cathedral Sr. School vijay 0-9440089341
5 Delhi/NCR / Gurgaon/Noida/Jaipur Delhi 28-Dec’19 29-Dec’19 4-Jan’20 5-Jan’19 1-Feb’20 2-Feb’20 29-Feb’20 1-Mar’20 SPECTRAMIND,Paharpur Business Centre, 21, Nehru Place Greens, New Delhi - 110019 vijay 0-9440089341
6 West Bengal Kolkata 21-Dec’19 22-Dec’19 4-Jan’20 5-Jan’19 1-Feb’20 2-Feb’20 29-Feb’20 1-Mar’20 SPECTRAMIND , The Legacy, 1st Floor, 25-A, Shakespeare Sarani, Kolkata, 700017 vijay 0-9440089341

Contact Details:

Mr. Vijay Bhaskar Reddy

Mobile: 0 94400 89341

Phone: 040-6456 8797

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