Nigerian Seminars and Trainings

Search all upcoming seminars, conferences, short management courses and training in Nigeria and around the World

business logo

Basel II Credit Risk Management Online and Classroom Course

By: TSI Limited

Ogun State, Nigeria

21 - 23 Aug, 2024  3 days

Follow Event

  

NGN 180,000

Venue: 4, Akinpelu Street, Lagos - Ibadan Express Road, Behind ENYO Petrol, Ibafo Bus stop, Ibafo, Ogun State. Online and Class room

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 sector. The objective of the Basel Committee's reform package is to improve the banking sector's ability to absorb shocks arising from financial and economic stress, whatever the source, thus reducing the risk of spill over from the financial sector to the real economy. This training is compulsory for banking players to maintain their operational relevance in national and the global space.

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

Learning Objectives:

At the end of this session, participants will be able to:

  • Define the Basel II framework for national and global banking institutions;
  • Implement credit risk assessment;
  • Calculate all credit risk ratios including risk rating demanded of Basel II;
  • Identify credit risks of several products;
  • Review Moody and Morgan's Credit Metrics;
  • Evaluate compliance of the Basel II requirements.

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 
4, Akinpelu Street, Lagos - Ibadan Express Road, Behind ENYO Petrol, Ibafo Bus stop, Ibafo, Ogun State. Online and Class room Aug 21 - 23 Aug, 2024
NGN 180,000.00
(Convert Currency)

Prof. Richard Mayungbe +1-646-202-8832, 08033467639, 08023019508

Related Courses

Effective Budgeting and Financial Management Online and Classroom Course Effective Budgeting and Financial Management Online and Classroom Course

3 days, 15 - 17 May, 2024 

2024-05-15 12:05:00 2024-05-15 12:05:00
Ogun State, Nigeria

TSI Limited

Financial Planning and the preparation of budgets are essential skills for anyone in the position of responsibility. Many budget holders are also responsible for setting selling prices and ...

Auditing for Internal Control Online and Classroom Course Auditing for Internal Control Online and Classroom Course

3 days, 24 - 26 Apr, 2024 

2024-04-24 12:04:00 2024-04-24 12:04:00
Ogun State, Nigeria

TSI Limited

The Board of Directors has the ultimate responsibility for operations and processes involving risk management and control, but, managers with operational responsibility are charged with ensuring that ...

Introduction to Corporate Social Responsibility Online and Classroom Course Introduction to Corporate Social Responsibility Online and Classroom Course

3 days, 17 - 19 Jun, 2024 

2024-06-17 12:06:00 2024-06-17 12:06:00
Ogun State, Nigeria

TSI Limited

The goal of this training course is to create awareness and advance knowledge about issues in business ethics and supply chain social responsibility. Through readings, discussions, mini-cases and ...

Bond Portfolio Management Online and Classroom Course Bond Portfolio Management Online and Classroom Course

3 days, 22 - 24 May, 2024 

2024-05-22 12:05:00 2024-05-22 12:05:00
Ogun 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 ...