CAP - Course Outline

Capital Adequacy Planning - Basel I

A comprehensive e-learning product dealing with Capital Adequacy requirements that cover Credit and Market Risks for Financial Institutions

The themes of this product are:

Assess Capital Adequacy to comply with the Capital Regulations as per the 1988 Capital Accord

Highlights
Library of 7 Courses
Available Products
Upcoming Products

Highlights

Overview
Sufficient capital is required to protect an organization’s depositors and counterparties from an institution’s on- and off-balance sheet risks. Banks need to have confidence in each other’s stability to transact business. It is therefore essential for banks to maintain adequate capital to cover their credit and market risks.This product encompasses the international standards agreed upon in July 1988 at the Bank for International Settlements. The 1996 amendment to the 1988 Capital Accord that sets out a framework for calculating the capital requirements for market risk is also covered in this product.

After completing this course you will be able to:

Understand the capital standards and other regulatory requirements, as per the capital adequacy
directives by the Basel Accord
Consolidate knowledge on capital adequacy calculations
Assess the impact of capital requirements on management practices by defining, measuring,
monitoring and managing risk

Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

Supervisory Agencies

Central Banks

Financial Institutions

Commercial Banks

Investment Banks

Housing Societies/Thrifts

Mutual Funds

Brokerage Houses

Stock Exchanges

Derivatives Exchanges

Insurance Companies

Multinational Corporations

Accountancy Firms

Consultancy Firms

Law Firms

Rating Agencies

Multi-lateral Financial Institutions

Others

Course Level and Number of Courses
Intermediate Level. Library of 7 Courses

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

To purchase this course online, visit: Link
http://www.kesdee.com/courselist.html#!33

For purchase, contact us at

Library of 7 Courses

Capital Adequacy Planning - Basel I
Time taken to complete each Course: One - Two hours

1. Overview

Objectives
Introduction
What is Capital?
Risk Weights
Target Standard ratio
Internal Analysis of Capital Adequacy

2. Credit Risk - I

Objectives
Introduction
Risk Weights
Amendments

3. Credit Risk - II

Objectives
Introduction
Off-balance sheet items
Bilateral Netting
Credit Derivatives
Multilateral Netting

4. Internal ratings based approach

Objectives
Introduction
Market risk factors and Quantitative standards
Stress testing and External validation
Combination of Approaches

5. Market Risk Capital: Overview

Objectives
Overview to Market Risk Capital

6. Standardized measurement approach

Objectives
Interest Rate Risk
Equity Position Risk
Foreign Exchange Risk
Commodity Risk
Treatment of Options

7. RAROC

Objectives
Overview
RAROC Capital Charge and Uses
Case Study

JOB AIDS

Measurement Tools
Disclosures
Regulations
Global Best Practices
Benchmarking Data

Calculators in Capital Adequacy Planning

1. Capital Ratio
2. General Market Risk for Interest Rate Related Instruments
3. Maturity ladder approach for Commodities Risk
4. Delta-Plus method for Options

Available Products

Upcoming Products

For more information about our e-learning products and services
visit us at www.kesdee.com