Course Title
Certified Basel ii Professional (CBiiPro) - Prep Course
Objectives:
The seminar has been designed to provide with the knowledge,
skills and understanding needed to work in Basel ii Compliance
Projects.
Target Audience:
This course is intended for managers
and professionals from Banks, Financial Institutions,
Multinational Corporations, Supervisory Agencies who need to
understand and speak the specialized language of Basel ii
compliance, which has become the common language throughout their
organization.
This course is highly recommended
for:
- Managers and
Professionals involved in Basel ii (decision making and
implementation)
- Risk and Compliance
Officers
- Legal
Counsels
- Strategic
Planners
- Analysts
- Auditors
- Management
Consultants
Course Synopsis:
• The First Basel Capital Accord
• Regulatory and Economic Capital
• On-balance sheet engagements
• Off-balance sheet engagements
• Basel I amendments
• The New Basel Capital Accord (Basel II)
• Realigning the regulation with the economic realities of the
global banking markets
• The three-pillar regulatory structure
• Purposes of Basel II
• Scope of the application
• Pillar 1: Minimum capital requirements
• Credit Risk – 3 approaches
• The standardized approach to credit risk
• Claims on sovereigns
• Claims on banks
• Claims on corporates
• The two internal ratings-based (IRB) approaches
• PD - The probability of default, LGD - The loss given default,
EAD - Exposure at default
• 5 classes of assets
• Pillar 2: Supervisory review
• Key principles
• Aspects and issues of the supervisory review process
• Supervisory lessons learned from internal control failures
• Pillar 3: Market discipline
• Disclosure requirements
• Qualitative and Quantitative disclosures
• Guiding principles
• Operational Risk
• Legal risk
• Information Technology operational risk
• Operational, operations and operating risk
• Quantification of operational risk
• Loss categories and business lines
• Operational risk measurement methodologies
• Identification of operational risk
• The Delphi method
• Operational Risk Approaches
• Basic Indicator Approach (BIA)
• Standardized Approach (SA)
• Alternative Standardized Approach (ASA)
• Advanced Measurement Approaches (AMA)
• Internal Measurement Approach (IMA)
• Loss Distribution (LD)
• Standard Normal Distribution
• Value-at Risk and Basel II
• Calculating Value-at Risk
• Monte Carlo simulations
• Monte Carlo limitations
• Stress Testing
• Stress testing and Basel
• Operational risk management
• Operational Risk Management Office
• (AMA) Advantages / Disadvantages
• Internal and external audit
• Operational risk sound practices
• Operational risk mitigation
• Insurance to mitigate operational risk
• Third-party service providers and vendors
• Outsourcing after Basel II
• Key risks of outsourcing
• Basel II and other regulations
• Capital Requirements Directive (CRD)
• Solvency II
• Markets in Financial Instruments Directive (MiFID)
• What will be the impact of MiFID to EU and non EU banks?
• Aligning Basel II operational risk and Sarbanes-Oxley 404
projects
• Common elements and differences of compliance projects
• New standards
• Disclosure issues
• Multinational companies and compliance challenges
Read
more about the online exam
www.basel-ii-association.com/Questions_About_The_Certification_And_The_Exams_1.pdf
www.basel-ii-association.com/Certification_Steps_CBiiPro.pdf
Join
the
Basel ii Compliance
Professionals Association
(BCPA)
Membership is Free
Member
Benefits
Return to
Index
Read more about
our
Certified Basel ii Professional (CBiiPro)
program
Read more
about our
Certified Pillar 2 Expert
(CP2E)
program
Read more
about our
Certified Pillar 3
Expert (CP3E)
program
Read more
about our
Certified Stress
Testing
Expert (CSTE)
program
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