Nigerian Seminars and Trainings

Search conferences, training, seminars, courses and workshops in Nigeria and around the world

business logo

Basel II Framework

By: TSI Limited

Lagos State, Nigeria

02 - 04 Sep, 2014  3 days

Follow Event

  

Course Overview
This course aims to introduce the general structure of the Basel II prudential ratio as well as the quantitative - credit risk, market risk, operational risk - and qualitative - internal controls, market discipline - requirements linked to the three pillars of the Basel II framework.

Course Objectives
  • To improve finance personnel with the general requirements and operations of the Basel II framework and prudential scheme
Course Outline
  • Presentation of the Basel II general framework
  • - Basel II committee history : the Cooke ratio and its limitations
  • - Quantitative requirements : McDonough ratio, Basel II first pillar
  • - Qualitative requirements : second pillar (internal controls) and third pillar (market discipline)
  • - Implementation of Basel II in the European Union and in other world countries
  •  First pillar / Credit risk - Standardized approach and advanced approach
  • - Standardized approach to credit risk
  • - Advanced approach : "foundation" and "advanced" internal ratings
  • - Main differences between the three methods
  • - Implications for organization and information systems
  • - Discussed points will be illustrated with concrete examples and practical applications
  • Market risk, operational risk
  • - Market risk : simplified approach and standardized approach (VaR, internal rating models)
  • - Operational risk : basic indicator, standardized approach and Advanced Measurement Approach (AMA)
  • - Implications for organization and information systems
  • Applications :
  • - assessment of the market risk on an equity portfolio
  • - management of operational risk caused by a system malfunction
  • Second pillar / Internal controls and third pillar / market discipline
  • Interal controls in Basel II : compliance, risk management
  • Information and financial communications transparency (third pillar)
  • Connecting Basel II requirements and IFRS standards
2nd Floor, Front Suite, 135, Igbosere Road, Lagos P.O. Box 51409 Falomo – Ikoyi, Lagos 101008, Nigeria Sep 02 - 04 Sep, 2014
NGN200,000.00
(Convert Currency)

+1-646-202-8832, +2348033467639

Related Courses
Bond Portfolio Management Bond Portfolio Management

3 days, 19 - 21 Oct, 2017 

2017-10-19 12:10:00
Lagos State, Nigeria

TSI Limited

Hands-on training covering all the aspects of the management of a fixed rate bond portfolio (active strategies and immunization strategy) Prior basic knowledge of interest rate products is ...

Forensic Accounting Professional Certification Course Forensic Accounting Professional Certification Course

5 days, 25 - 29 Sep, 2017 

2017-09-25 12:09:00
Lagos State, Nigeria

TSI Limited

The term ‘forensic’ means suitable for courts of justice or for public discussion and debate. Forensic auditing provides an investigation methodology and accounting analysis that is ...

Forensic  Accounting Professional Certification Course Forensic Accounting Professional Certification Course

5 days, 13 - 17 Nov, 2017 

2017-11-13 12:11:00
Imo State, Nigeria

TSI Limited

The term ‘forensic’ means suitable for courts of justice or for public discussion and debate. Forensic auditing provides an investigation methodology and accounting analysis that is ...

Inventory Management Inventory Management

3 days, 18 - 20 Sep, 2017 

2017-09-18 12:09:00
Lagos State, Nigeria

TSI Limited

Supply chain management and logistics encompasses all the activities involved in getting products to consumers including planning, storing, moving, and accounting for inventory. Inventory ...