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), together with exploring implementation challenges, relevant mitigation, and Optimization opportunities. Obviously, high-level hands-on training on respective regulatory and internal risk models is also covered.
The workshop also guides participants on how to develop effective plans to manage and comply with regulatory requirements in an efficient and profitable manner which will represent a competitive edge for the participant banks in today’s competitive environment.
Identify major components and challenges of various versions of Basel Regulations (mainly Basle II and III)
Manage 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, including Value at Risk (VaR), Credit Risk Modeling, IRRBB model, Liquidity risk models (LCR, and NSFR).
Develop a Regulatory compliance and monitoring mechanism
Reframe risk management approach for complying with Bank’s objectives, while aligning with Regulatory Requirements.
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 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
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)
The Fundamental Review of Trading Book (FRTB)
Interest Rate Risk for Banking Book ratios (IRRBB)
Repricing Gaps
Repricing Vs Maturity
Asset Gap
Liability Gap
Economic Value of Equity (EVE)
EVE Formula
Components
Model’s Dynamics
Earing at Risk (EaR)
EaR Formula
Components
Operational Risk Definitions
Risk Categories
Operational Losses
Aggregating and Analyzing Operational Risk Losses
Operational losses Data aggregation challenges
Workarounds for operational risk data aggregation
Operational Risk Models
Basic Indicator Approach (BIA)
Standardized Measurement Approach (SMA)
Risk and Control Self-Assessment (RCSA)
Junior Risk Officers, Senior Risk Officers, Senior Finance Officers, Senior Audit Officers
