Basel III, Risk Assessment and Stress Testing
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Course Details
Introduction
Objective
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The Basel framework plays a significant role in improving financial stability and risk management in the global banking sector. Basel I and II, over time, were formulated to address financial crises and regulatory loopholes, leading to Basel III, which was accompanied by stricter capital requirements, improved liquidity standards, and overall risk management provisions. Basel III, Risk Assessment, and Stress Testing are required for professionals handling the complexities of financial regulation, capital adequacy, and risk minimization.
This Basel III, Risk Assessment and Stress Testing training course provides a structured learning framework for Basel III, from first principles to practice. Participants will learn about regulatory capital requirements, regimes for market and credit risk, stress testing procedures, and management of liquidity risk.
This course also covers the impact of Basel III on bank business models so that participants can adopt best practices in regulatory compliance and long-term financial health. Through practical case studies and risk assessment workshops, the participants will acquire the necessary skills to deal with Basel III regulations effectively.
Course Outline
Introduction to Basel III and Regulatory Bank Capital
- Overview of bank financial statements and accounting principles
- Basel framework introduction and its evolution: Basel I, Basel II, Basel III, etc.
- Definition of regulatory bank capital and why it is important
- Defining regulatory capital types under Basel III:
- Tier 1 capital
- Tier 2 capital
- Understanding regulatory capital requirements under Basel III:
- Minimum capital ratios and risk-weighted assets (RWA)
- Capital conservation buffer
- Countercyclical buffer
- Leverage ration
- Liquidity requirements
- Systemically important banks (SIBs)
- Discussing regulatory bank capital issues and the effects of liquidity and solvency issues
