Beacon FinTrain

Provides an array of professional business and financial training services that stem from improving a corporate's treasury workflow —all the way to efficient, finance training programs.

Course Overview

Basel framework is the generally accepted (convergence) set of rules and regulations of the international banking industry. This workshop helps participants to comprehend the domestic regulations, international trends and best practices for implementing risk management under Basel main versions (Basel II & III), discovering ICAAP Importance in risk integration, together with exploring implementation challenges, relevant mitigation and Optimization opportunities. Obviously, high level hands-on training on respective regulatory and internal risk models are also covered.

For More Inquiries

Karim Shawki

Country Sales Manager

 +966501148310

 k.shawki@beacon.com.eg

Karim Shawki

Country Sales Manager

 +966501148310

 k.shawki@beacon.com.eg

Course Outcome

Identify major components and challenges of various versions of Basel Regulations (mainly Basle II and III)

Describe main components of ICAAP framework and process

Managing Trading and Banking Books portfolios and risks in compliance with Central Bank’s and Basel’s main Regulation

Discover practical skills for monitoring and integrating Regulatory & risk modeling under ICAAP framework, including Value at Risk (VaR), Credit Risk Modeling, IRRBB model, Liquidity risk models (LCR, and NSFR)

Develop a Regulatory compliance and monitoring mechanism

Course Outline

Topic 1 :Financial Intermediation

Financial Intermediation

Capital Concepts and definitions

Capital definition

Regulatory Bodies

CBE, the Bank of the Banks

BIS, the Bank of Central Banks

Main Risks

Basel III Overview

Capital Composition

Introducing New Risks

Basel IV Overview

Basel IV in a nutshell

Basel IV on the Domestic level & Impact on Egyptian Banks

Topic 2 :Credit Risk Deep Dive Basel Approaches to Credit Risk

Standardized Approach

Asset Classes

Risk Weights

Off Balance Sheet Exposures and Credit Conversion Factors (CCF)

Standardized Approach Model

Internal Rating Based Approach (IRB - Foundation and Advanced)

Differentiating between Basel EL and IFRS9

ECL Risk Rating Migration

Transition Matrix

Topic 3 :Market Risk Deep Dive Market Risk Management, an Overview

Definitions of Trading book and Market Risk

Trading Book

Market Risk 

Market Risk Models

Standardized Approach

Internal Model Approach (VaR)

Topic 4 :Basel II – Pillar II – Overview Supervisory Review and Evaluation Process (SREP)

Internal Capital Adequacy Assessment Process (ICAAP)

Reviewing Pillar I risks capital requirements 

Identifying risk management deficiencies

Risk Management Framework continuous enhancement

ICAAP vs Enterprise Risk Management

Comprehensive Assessment (IMMMR)

Stress Testing in relation to ICAAP Quantifying Capital Requirements for Pillar II risks

ICAAP related Topics

Capital Management and Contingency Plans (Capital and Funding)

Corporate Governance

Regulators` Role in ICAAP

Topic 5 :IRRBB and Operational Risk Deep dive Interest Rate Risk for Banking Book ratios (IRRBB)

Repricing Gaps

Repricing Vs Maturity Gap

Asset Gap

Liability Gap

Economic Value of Equity (EVE)

EVE Formula

Components

Model’s Dynamics

Earing at Risk (EaR)

EaR Formula

Components

IRRBB under ICAAP process

Presenting IRRBB under ICAAP

IRRBB Stress testing in relation to ICAAP


Who Should Attend

Junior Risk Officers, Senior Risk Officers, Senior Finance Officers, Senior Audit Officers

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