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Course Title
Basel ii - Implementation and Compliance Training
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 managers and professionals from Banks,
Financial Institutions, Multinational Corporations, Service Providers, 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:
·
C –
Level Executives and Boards of Directors
·
IT
and Information Security Directors, Managers and Professionals
·
Chief
Risk and Compliance Officers
·
IT
and Security Process Owners
·
Network, System and Security Administrators
·
IT
Auditors
·
IT,
Security and Management Consultants
Duration:
3 Days, 09:00 to 17:00
Tuesday 20 March -
Wednesday 21 March 2007
Course Synopsis:
·
The
Bank for International Settlements (BIS)
·
The
Basel Committee on Banking Supervision
·
Regulatory supervision of internationally active banks
·
First Basel Capital Accord
·
Formulating
broad supervisory standards and guidelines
·
Regulatory
and economic capital
·
Important
objectives
·
1980s: The
capital ratios of the main international banks are deteriorating
·
Credit Risk
·
Assets are
weighted by factors
·
On-balance
sheet engagements
·
Off-balance
sheet engagements
·
Examples of
capital requirements
·
Basel I
amendments
·
The
New Basel Capital Accord (Basel II)
·
Realigning
the regulation with the economic realities of the global banking markets
·
New capital
adequacy framework replaces the 1988 Accord
·
Improving
risk and asset management to avoid financial disasters
·
"Sufficient
assets" to offset risks
·
The
technical challenges for both banks and supervisors
·
How much
capital is necessary to serve as a sufficient buffer?
·
The
three-pillar regulatory structure
·
Purposes of
Basel II
·
Scope of the
application
·
Pillar 1:
Minimum capital requirements
·
Credit Risk
– 3 approaches
·
The
standardized approach to credit risk
·
Claims on
sovereigns
·
Claims on
banks
·
Claims on
corporates
·
The two
internal ratings-based (IRB) approaches to credit risk
·
PD - The probability of default, LGD - The loss given
default, EAD - Exposure at default, M – Maturity
·
5 classes of
assets
·
Pillar 2:
Supervisory review
·
Key
principles
·
Aspects and
issues of the supervisory review process
·
Pillar 3:
Market discipline
·
Disclosure
requirements
·
Qualitative
and Quantitative disclosures
·
Guiding
principles
·
Employees
Affected
·
Effective
Dates
·
Operational Risk
·
What is
operational risk
·
Legal risk
·
Information
Technology operational risk
·
Operational,
operations and operating risk
·
The evolving
importance of operational risk
·
Quantification of operational risk
·
Loss
categories and business lines
·
Operational
risk measurement methodologies
·
Identification of operational risk
·
The Delphi
method
·
Operational Risk Approaches
·
Basic
Indicator Approach (BIA)
·
Standardized
Approach (SA)
·
Alternative
Standardized Approach (ASA)
·
Advanced
Measurement Approaches (AMA)
·
Internal
Measurement Approach (IMA)
·
Loss
Distribution (LD)
·
Standard
Normal Distribution
·
“Fat Tails”
in the normal distribution
·
Expected
loss (EL), Unexpected Loss (UL)
·
Value-at
Risk (VaR)
·
Value-at
Risk and Basel I amendment, 1996
·
Value-at
Risk and Basel II
·
Calculating
Value-at Risk
·
Monte Carlo
simulations
·
Monte Carlo
limitations
·
Scoreboards
·
Stress
testing and Basel
·
(AMA)
Advantages / Disadvantages
·
Recognition
of the firms’ own modelling of operational risk losses
·
Self
assessment
·
Operational
Risk Measurement Issues
·
Operational
risk management
·
Operational
Risk Management Office
·
Key
functions of Operational Risk Management Office
·
Key
functions of Operational Risk Managers
·
Key
functions of Department Heads
·
Internal and
external audit
·
Operational
risk sound practices
·
Operational
risk mitigation
·
Insurance to
mitigate operational risk
·
Third-party service providers and vendors
·
Redefining
outsourcing
·
Outsourcing
services and
Basel II compliance
·
The new
definition of outsourcing
·
Outsourcing
after Basel II
·
Offshore
outsourcing is also redefined
·
Key risks of
outsourcing
·
What is
needed from vendors and service providers
·
Basel II and other regulations
·
Basel and other regulations
·
Capital Requirements Directive (CRD)
·
Markets in Financial Instruments Directive (MiFID)
·
What will be the impact of MiFID to EU and non EU banks?
·
New
standards
·
Disclosure issues
·
Multinational companies and compliance
Basel ii and
Capital Requirements Directive Training
The
course has been customized to meet the requirements of the Capital
Requirements Directive, the framework for the implementation of Basel ii
in the European Union
The Instructor
George Lekatis is a senior risk and compliance
consultant, certified trainer, and general manager of Compliance LLC, a
leading international provider of Sarbanes Oxley and Basel ii training and
consulting in more than 30 countries.
George
has more than 17,000 hours experience as a
professional speaker and seminar leader. Has worked for more than 11 years
as a management consultant and educator and has demonstrated exceptional
presentation and communication skills.
About Compliance LLC
Compliance LCC (incorporated in Delaware, USA)
is a leading international provider of Sarbanes Oxley and Basel ii
compliance consulting and training.
We work in more than 30 countries, providing
excellent personalized solutions to companies and organizations of the
private and the public sector.
To learn more
click here
The Cost
The fee for in-house training is US$
9,800 for 3 days (and $ 2,000 for each additional day) - final cost (for
teams from 2 to 50), includes tax, expenses, hotels, flights,
everything.
$ 4,900 (50%) due 30 days before the
first day of the class and $ 4,900 (50%) due the last day of the class.
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