• 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. General

• Basel II - An Overview
• Basel II - Cross Border Implementation Issues
• Basel II - Scope of Application

2. Credit Risk -Standardized Approach

• Basel II Standardised Approach-Risk Weight Frame Work
• Basel II Standardised Approach-Credit Risk Mitigation
• Basel II Standardised Approach- External Credit Assessments
• Simplified Standardised Approach

3. Credit Risk – IRB Approach

• Basel II- Corporate IRB Portfolio
• Basel II- Corporate IRB Portfolio-Specialized Lending Portfolio
• Basel II- Sovereign IRB Portfolio
• Basel II- Bank IRB Portfolio
• Basel II- Residential Mortgage Exposures
• Basel II-Qualifying Revolving Retail Exposures
• Basel II-Other Retail Portfolio
• Basel II- Equity Exposures Portfolio
• Basel II-Purchased receivables IRB Portfolio
• Basel II and IRB -Minimum Requirements
• Basel II-Treatment of Expected losses

4. Credit Risk – Securitization

• Basel II Securitization - Standardised Approach
• Basel II Securitization - IRB approach
• Basel II Securitization - Operational requirements
• Basel II -Supervisory review process_Securitization

5. Operational Risk

• Basic Indicator Approach
• Standardized Approach
• Advanced Measurement Approaches
• Mapping of Business Lines and Loss Event Classification
• Operational Risk Management-Sound Practices
• Qualifying Criteria For Operational Risk

6. Market Risk

• Market risk-Overview
• Standardized Approach -Interest Rate Risk
• Standardized Approach -Equity Position Risk
• Standardized Approach -Foreign Exchange Risk
• Standardized Approach -Commodity Risk
• Standardized Approach -Options Risk
• Internal Models Approach-Qualitative and Quantitative Standards
• Internal Models Approach -Specifications to Market Risk Factors
• Internal Models Approach-Stress Testing

7. Supervisory Review Process

• Basel II -Supervisory review process Key Principles (Pillar II)
• Basel II -Supervisory review process Specific Issues (Pillar II)
• Basel II -Supervisory review process Interest Rate Risk (Pillar II)

8. Market Discipline

• Market discipline-General Considerations (Pillar III)
• Market discipline-Disclosure requirements (Pillar III)
  

9. IRB systems for Corporate Credit

• Overview
• Ratings for IRB systems
• Quantification of IRB Systems-PD
• Quantification of IRB Systems-LGD
• Quantification of IRB Systems-EAD and Maturity
• Data Maintenance Framework
• Control and Oversight Mechanisms

10. IRB-Retail

• Introduction
• Retail Risk Segmentation systems for IRB
• Quantification of IRB Systems-PD
• Quantification of IRB Systems-LGD
• Quantification of IRB Systems-EAD and Maturity
• Quantification: Special cases
• Validation
• Data Maintenance
• Control and Oversight Mechanisms

11. Operational Risk-AMA

• Operational Risk-Introduction and CG
• Operational Risk Management Elements
• Elements of an AMA Framework
• Risk Quantification and Mitigation
• Data Maintenance and Testing

JOB AIDS

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

Calculators in Basel II University

1. Capital Ratio
2. Basic Indicator Approach
3. Credit Enhancement Level
4. CDD - Comprehensive Basel II Calculator
5. CDD-Retail Exposures
6. Corporate Exposures - IRB Approach
7. Comprehensive Approach
8. Standardized Approach
9. Effective Maturity
10. Currency and Maturity Mismatch
11. Credit Risk-Stadardized Approach
12. Capital Charge For Operational Risk- Alternative Standardized Approach
13. Capital Charge Basic Indicator Approach(ORM)
14. Standardized Approach (ORM)
15. Internal Measurement Approach
16. Maturity Ladder Approach For Commodities Risk
17. Delta-Plus Method For Options

Suggested learning paths for different audience and for different purposes

• 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: 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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