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Basel II Framework

By: TSI Limited

Lagos State, Nigeria

02 - 04 Sep, 2014  3 days

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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

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