• Understand the requirements of Basel II and its background
  
• Specify the data requirements for the key calculations involved in various approaches
  
• Perform the basic calculations for both the Standardized and IRB approaches
  
• Understand the advanced approaches for credit risk as well as operational risk
  
• Identify the specific issues to be addressed under supervisory review process (Pillar 2)
  
• Understand the general considerations with regard to disclosure requirements (Pillar 3)
  
  

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

For purchase,contact us at
PO Box 910207. CA 92191, USA
Phone: +1-858-755-8527 Fax: +1-858-755-6973, +1-858-756-8587, E-mail: information@kesdee.com, Website: www.kesdee.com

1. Overview

• Objectives and scope of Basel II
  
• Substance of minimum capital requirements (Pillar–I)
  
• Role of supervision
  
• Broad qualitative and quantitative disclosures

2. Credit Risk – Standardised Approach

• Risk components and risk weights for various exposure types
  
• Approaches used to estimate the risk components
  
• Minimum requirements for exposures
  
• Techniques to mitigate credit risk

3. Credit Risk – IRB Approach

• Various categories of exposures under the IRB approach
  
• Risk components and risk weights for each category of exposure
  
• Approaches used to estimate the risk components
  
• Minimum requirements under each exposure to be eligible for the IRB approach

4. Credit Risk – Securitization Framework

• Credit Risk – Securitization Framework
  
• Standardized Approach for Securitization Exposures
  
• Internal Ratings Based (IRB) Approach for Securitization Exposures

5. Operational Risk

• Operational risk measurement methodologies:
• Basic Indicator Approach (BIA)
• Standardized Approach
• Advanced Measurement Approaches (AMA)
• Calculation of Operational risk capital charges using BIA and Standardized approach.
• Qualifying criteria for use of the standardized approach and AMA

6. Market Risk

• Definition of trading book
  
• Treatment of interest rate risk
  
• Treatment of equity position risk
  
• Treatment of foreign exchange risk
  
• Treatment of commodity risk
  
• Treatment of options
  
• Back testing and Stress testing.
  
• The role of external validation in the Internal models approach.

7. Supervisory Review Process

• Principles of Supervisory Review
  
• Specific Issues

8. Market Discipline

• Disclosure Requirements
  
• Risk Exposure and Assessment
  

JOB AIDS

• Measurement Tools
• Disclosures
• Regulations
• Global Best Practices
• Benchmarking Data

• Asset Liability Management Library of 28 Courses
  
• Liquidity Management and Contingency Funding Plan Library of 14 Courses
  
• Financial Institution Analysis - CAMELS Approach Library of 8 Courses
  
• Financial Mathematics Library of 7 Courses
  
• Global Banking Supervision Library of 15 Courses
  
• Capital Adequacy Planning (Basel I) Library of 7 Courses
  
• Basel-II: New Capital Accord Library of 8 Courses
• Basel-II: University Library of 63 Courses
• Sarbanes-Oxley Act Library of 12 courses
  
• Futures & Forwards Library of 7 Courses
  
• Swaps Library of 7 Courses
  
• Options Library of 10 Courses
  
• Market Risk (Basic Level) Library of 8 Courses
  
• Market Risk (Intermediate Level) Library of 8 Courses
  
• Market Risk (Advanced Level) Library of 4 Courses
  
• Value at Risk Library of 16 Courses
  
• Credit Analysis Library of 13 Courses
  
• Credit Ratings Library of 3 Courses
  
• Counterparty Credit Risk Library of 9 Courses
  
• Credit Risk Modeling Library of 6 Courses
  
• Credit Derivatives Library of 23 Courses
  
• Operational Risk Management Library of 21 Courses
  
• Asset Securitization Library of 28 Courses
  
• Asset Liability Management for Insurance Companies Library of 29 Courses
  
• Anti-Money Laundering Library of 6 Courses
  
• Financial Privacy Library of 6 Courses
  
• Corporate Governance Library of 9 Courses
  
• Money Markets Library of 9 Courses
  
• Fixed Income Markets Library of 17 Courses
  
• Equity Markets Library of 10 Courses
  
• Foreign Exchange Markets Library of 9 Courses
  
• Foreign Exchange Management Library of 7 Courses
  
• Treasury Analytics Library of 5 Courses
  
• Interest Rate Risk Management Library of 4 Courses
  
• Funding and Investments Library of 5 Courses
  
• Implementation - Treasury Management Library of 4 Courses
  
• Case Studies - Treasury Management Library of 5 Courses
  
• Understanding Financial Statements Library of 2 Courses
  
• Budgeting Library of 5 Courses
  
• Management Accounting Library of 7 Courses
  
• Financial Accounting Library of 9 Courses
  
• ePRM Coach Library of 53 Courses
  
• eFRM Coach Library of 60 Courses

KESDEE has the required technology platform to respond to clients training requirements in the financial industry. We offer several solutions, each developed with the guidance of creditable experts. Given below are few of the forthcoming products:

• Detailed Courses on Bank Branch Management
  
• Mutual Funds
  
• Financial Planning
  
• Trade Finance

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    Trading Risk Management including VaR

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