Basel II / Basel III risk and compliance training

The associations - the Basel ii Compliance Professionals Association (BCPA) and the Basel iii Compliance Professionals Association (BiiiCPA) - develop and maintain training and certification programs and tailor-made presentations for directors, executive managers, professionals working for banks and financial organizations, consultants, vendors, service providers, auditors and legal counsels around the world. Subject matter experts review and update this body of knowledge.

For instructor-led training, you may contact Lyn Spooner at lyn@basel-iii-association.com explaining what you need, and we will contact you as soon as possible.


Course Title

Certified Basel ii Professional (CBiiPro)

Objectives:
The program has been designed to provide with the knowledge, skills and understanding needed to work in Basel ii Compliance Projects.

The program also provides with the skills needed to pass the Certified Basel ii Professional (CBiiPro) exam.

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

The Basel ii Amendment (July 2009)

  • Bank for International Settlements, Enhancements to the Basel II framework
  • Supplemental Pillar 2 Guidance (Supervisory Review Process)

Basel II and other regulations

  • Capital Requirements Directive (CRD)
  • Solvency II
  • 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

Basel II Amendment, July 2009


Reading Room
www.basel-ii-association.com/Reading_Room.htm

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