Nigerian Seminars and Trainings

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

business logo

Basel II Operational Risk Techniques

By: TSI Limited

Lagos State, Nigeria

04 - 06 Oct, 2017  3 days

Follow Event

  

NGN 250,000

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.

Learning Objectives:

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

  • Define the Basel II framework for national and global banking institutions;
  • Detail the capital adequacy requirements;
  • Calculate all relevant ratios demanded of Basel II;
  • Evaluate compliance of the Basel II requirements

Course Outline

  • Presentation of the Basel II general framework and capital requirements
    • Historical context: Basel I, 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
  • Operational risk - definition, sources, basic approach
    • Definition and sources of operational risk
    • Classification of loss-generating events
    • Basel II committee recommendations regarding operational risk
    • Basic market indicator approach: the alpha factor
    • Standardized and alternative (ASA) approaches : standard betas
  • Case study : Assessment of equity capital requirements covering operational risk in a universal bank using the standardized approach
  • Operational risk - Advanced Measurement Approach (AMA)
    • Estimating unexpected losses : historical data (internal and external), scenarios (stress tests and Monte Carlo simulation)
    • Factoring in the operational environment and internal controls (qualitative criteria)
    • Implementation of risk-reduction techniques (insurances) 
  • Implementation of a Business Continuity Plan (BCP)
    • Basel II committee principles governing Business Continuity Planning in the event of a major risk
    • Practical steps for the implementation of a Business Continuity Plan within a major bank
Digital Age Halls,Capital Building,332,Ikorodu Road,Idiroko Bus Stop,Near LASU Anthony Lagos. Oct 04 - 06 Oct, 2017
NGN 250,000.00
(Convert Currency)

+1-646-202-8832, 08033467639, 08023019508

Related Courses
Fundamental of Revenue Forecasting Fundamental of Revenue Forecasting

3 days, 10 - 12 Jul, 2017 

2017-07-10 12:07:00
Lagos State, Nigeria

TSI Limited

This course will introduce practical analytical methods for forecasting revenues. Participants will be guided to apply forecasting techniques on their own laptop computers individually and group ...

Reward Management Course Reward Management Course

3 days, 06 - 08 Sep, 2017 

2017-09-06 12:09:00
Lagos State, Nigeria

TSI Limited

Reward is a very important tool in motivating the workforce, hence the need for this training. Participants would be introduced to the total rewards model and each of its components. ...

Financial Modeling Financial Modeling

5 days, 13 - 17 Nov, 2017 

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

TSI Limited

This course seeks to give participants a foundation in building financial model and conducting analysis in excel in the areas of feasibility study and business planning, valuing a company for ...

Long Only Equity Portfolio Management Long Only Equity Portfolio Management

3 days, 16 - 18 Oct, 2017 

2017-10-16 12:10:00
Lagos State, Nigeria

TSI Limited

This training course covers all the aspects of the management of a long only equity portfolio from benchmark selection to risk assessment and performance evaluation, including the equity selection ...