Nigerian Seminars and Trainings

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

business logo

Basel II Credit Risk Management

By: TSI Limited

Lagos State, Nigeria

03 - 05 Aug, 2015  3 days

Follow Event

  

This course covers the Basel II credit risk management techniques: standardized approach and advanced approach (internal ratings).

This training requires prior knowledge of basic statistics and financial mathematics notions.

Course Objective

Participants shall be exposed to hands-on- deck treatment of various approaches to Basel II Credit Risk Management Techniques

Course Outline

  • Presentation of the Basel II general framework and capital requirements
    • Historical context: the Cooke ratio and its limitations
    • Quantitative requirements: McDonough ratio, Basel II first pillar
    • Qualitative requirements: second pillar and third pillar
    • Implementation of the Basel II accord in the European Union
    • Equity capital components : Tier 1, Tier 2, Tier 3
  • Implementation of the credit risk assessment standardized approach
    • General introduction to the credit risk assessment standardized approach
    • Resorting to external ratings and pondering counterparts
    • Calibration of the Basel parameters according to the selected options
  • Internal ratings models (advanced approach)
    • Determination of the model parameters: Probability of Default (PD) and Loss Given Default (LGD)
    • Determination of the Exposure At Default (EAD) : asset/liability outflow laws
    • Management of a credit portfolio : correlations and transition matrix
  • Application : review of Moody's KMV and J.P. Morgan's Credit Metrics internal ratings
  • Implementing the advanced approach models: strategy and organization
    • Risk rating system governance: minimum requirements, risk quantification, validation of internal estimates
    • Quality controls and financial communication requirements
  • Application: implementation of the "advanced approach" models (strategy, organization and information systems)
  • Management of credit guarantees and derivatives
    • Management of the guarantees using standardized approach and advanced approach
    • Credit derivatives: accounting and prudential aspects
    • Credit risk enhancement techniques
  • Prudential management of securitization
    • Operational requirements on classic securitizations and synthetic securitizations
    • Management of securitization exposure: standardized approach
    • Impact of the financial crisis on prudential requirements 
Sizzler House, 33 International Airport Road, Ajao Estate, Lagos, Nigeria Aug 03 - 05 Aug, 2015
NGN260,000.00
(Convert Currency)

+1-646-202-8832, +2348033467639, +2348023019508,

Related Courses
Basel II Framework Basel II Framework

3 days, 25 - 27 Sep, 2017 

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

TSI Limited

The Basel Committee on Banking Supervision has issued for a package of proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banking ...

Effective Corporate Social Responsibility Effective Corporate Social Responsibility

3 days, 29 - 31 May, 2017 

2017-05-29 12:05:00
State, Nigeria

TSI Limited

Designed to meet the needs of professionals who seek high-level competencies to manage the challenge of operating corporate social responsibly in a competitive business environment. This ...

Understanding Financial Statement	Understanding Financial Statement

3 days, 06 - 08 Nov, 2017 

2017-11-06 12:11:00
Lagos State, Nigeria

TSI Limited

This course is designed to explain how financial measures of corporate performance are calculated and used to assess credit worthiness of a business. The course covers the basics of financial ...

Corporate Governance Corporate Governance

3 days, 14 - 16 Aug, 2017 

2017-08-14 12:08:00
Lagos State, Nigeria

TSI Limited

The course will be run using a series of Presentations, Discussions, examining a number of Case Studies, sharing experience and knowledge, examining international best practice in Corporate ...