| Banking Regulations, Basel I & Basel II |
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| 1. Global Banking Supervision - A Library of 15 Courses |
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This course gives a general outline of the core principles and methodology developed by the Basel Committee for effective banking supervision. It helps the users understand:
- The requirements to be complied with as under the Basel Core Principles by the supervisory agencies, the legal system, licensing authorities and the home and host country supervisors .
Duration: 2 - 3 hours |
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This course presents a framework that banking supervisory authorities can use to conduct self-assessments of their supervisory systems. It helps the users understand:
- The framework to conduct self-assessments of supervisory systems by the supervisors .
- The essential elements of a statement of cooperation between banking supervisors.
Duration: 2 - 3 hours |
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This course deals with the sound corporate governance practices in banking. It helps the users understand:
- The strategies and techniques for a sound banking corporate governance.
- The role of public disclosure in promoting the safety and soundness in banking activities .
- The need for an environment supportive of sound banking corporate governance .
Duration: 2 - 3 hours |
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Topics covered include:
- The need for internal control systems in banks.
- The Basel Committee principles for evaluating internal control systems.
Duration: 2 - 3 hours |
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Topics covered include:
- The objectives and tasks of the internal audit function.
- The functioning of internal audit.
- The relationship of the banking supervisors with auditors.
Duration: 2 - 3 hours |
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Supervisors and External Auditors Topics covered include:
- The multifaceted roles of the bank supervisors and external auditors.
- Governance and other aspects of banking supervision.
Duration: 2 - 3 hours |
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Management of Operational Risk This course outlines a set of principles that provide a framework for the effective management and supervision of operational risk, for use by banks and supervisory authorities when evaluating operational risk management policies and practices. It helps the users understand:
- The framework for evaluating operational risk management policies and practices.
- The role of supervisors and the utility of disclosures.
Duration: 2 - 3 hours |
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This course examines the various measures developed by the Basel Committee for managing liquidity in banking organizations. It helps the users understand:
- The need for developing a structure to manage liquidity.
- Internal controls, contingency planning and foreign currency liquidity management.
- The means to measure and monitor net funding requirements.
Duration: 2 - 3 hours |
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Topics covered include:
- The credit risk environment and the credit granting process.
- Credit administration, measurement and monitoring.
- Controls over credit risk.
Duration: 2 - 3 hours |
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Topics covered include:
- The importance of establishing and implementing proper settlement risk management policies.
- The information about FX settlement and management that should be taken into account when assessing a bank's policies and procedures
Duration: 2 - 3 hours |
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Topics covered include:
- The information required to be disclosed to enhance transparency of an institution’s trading and derivatives activities
- The qualitative and quantitative disclosures to be made on an institution’s trading and derivatives activities
Duration: 2 - 3 hours |
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Topics covered include:
- The risk management challenges posed by e-banking.
- The fourteen risk management principles concerning e-banking
- Various aspects of management and supervision of cross-border e-banking activities.
Duration: 2 - 3 hours |
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This course focuses on accounting and disclosure practices relating to the credit risk in loans held in the banking book as opposed to loans held for trading purposes. It helps the users understand:
- Loan accounting and disclosure policies and practices.
- Recognition and measurement of loans, establishment of loan loss allowances, credit risk disclosure and related aspects.
- The framework for supervisory evaluation of bank’s policies and practices.
Duration: 2 - 3 hours |
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Topics covered include:
- The need for banks to be cautious while dealing with Highly Leveraged Institutions.
- The recommendations made by the Basel Committee concerning these institutions.
- Specific actions taken by banks to implement these recommendations.
Duration: 2 - 3 hours |
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Topics covered include: This course deals with the sound practices developed by the Basel Committee for dealing with weak banks. It helps users understand:
- The principles and pre-conditions of dealing with weak banks and the causes for bank weaknesses.
- Channels of information on weaknesses of banks.
- Various corrective actions available for dealing with the bank weaknesses.
- Methods for resolution and exit of banks.
Duration: 2 - 3 hours |
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| 2. Capital Adequacy Planning Version 2.0 - A Library of 7 courses |
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Topics covered include:
- The need for capital adequacy planning in financial institutions
- The constituents of capital
- The overall risk framework of the ‘Basel Capital Accord’
- The critical aspects in the Internal Analysis of Capital Adequacy
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Topics covered include:
- Risk weights for various balance sheet items
- Calculating risk weights for various on-balance sheet items
- Various amendments to the capital accord
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Topics covered include:
- Treatment of Credit Risk associated with off-balance sheet items
- Bi-lateral Netting
- Credit Conversion Factors
- Treatment of Credit Derivatives
- Multilateral Netting
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This course covers aspects such as the General criteria, Qualitative standards, value-at-risk, specification of market risk factors, quantitative standards, stress-testing and external validation. It helps the user to understand:
- 'General’ and ‘Qualitative’ requirements banks need to fulfill to be eligible to use the internal models approach
- The guidelines for banks in specifying the risk factors for their internal models
- Quantitative standards that banks have to keep in mind for calculating their capital charge
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| On completion of this course, you will have a better understanding of Market Risk Capital |
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This course deals with how standardized measurement method measures capital for various market risks. It helps the user to understand:
- Treatment of interest rate risk
- Treatment of equity position risk
- Treatment of foreign exchange risk
- Treatment of commodity risk
- Treatment of options
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This course discusses the importance of Risk Adjusted Return On Capital (RAROC) in view of capital adequacy planning. This course helps the user to understand:
- The uses of RAROC.
- The basic steps in the RAROC process.
- The various models in RAROC.
- How to establish the RAROC methodology in an organization
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| 3. Basel II-New Capital Accord - A Library of 8 Courses |
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This course gives an introduction to the Basel Capital Accord. It helps the user understand:
- The objectives of New Basel Capital Accord
- The scope of application of the new Basel capital accord
- The impact of Basel II regulations on financial institutions
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This course discusses the “standardized approach” in calculating the risk weights for credit risk. It helps the user understand:
- Risk components and risk weights for corporate, bank, equity and sovereign exposures
- Approaches used to estimate the risk components
- Minimum requirements for corporate, bank, equity and sovereign exposures
- Granularity of a bank portfolio and methodology for granularity adjustment
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The Internal Ratings-Based (IRB) Approach relies upon a bank’s internal assessment of its counterparties and exposures. Besides the Standardized Approach dealt with in the previous course, the banks have the option to choose between two different Internal Ratings Based Approaches. They have been discussed in this course. This course helps the user to understand:
- Categorization of exposures under the IRB approach
- Risk components and risk weights for each category of exposure
- Approaches used to estimate the risk components
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This course discusses the role of asset securitization process in calculating minimum capital requirements. This course helps the user to understand:
- The role of asset securitization process in calculating minimum capital requirements .
- Various risks associated with asset securitization and their treatment.
- The Internal Ratings Based approach by recognizing the importance of more risk sensitivity.
- Synthetic securitization and its treatment in various approaches.
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The Basel Committee aims to enhance operational risk assessment efforts by encouraging the industry to develop methodologies and collect data related to managing operational risk. This course discusses applying capital charges to the operational risks incurred by banks. This course helps the user to understand:
- Operational risk measurement methodologies
- Calculation of Operational risk capital charges using BIA and Standardized approach .
- Qualifying criteria for use of the standardized approach and AMA
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This course discusses applying capital charges to the market risks incurred by banks. This course helps the user to understand:
- Treatment of interest rate risk
- Treatment of equity position risk
- Treatment of foreign exchange risk
- Treatment of commodity risk
- Treatment of options
- Back testing and Stress testing
- The role of external validation in the Internal models approach
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This course discusses ‘Pillar 2: Supervisory review process’ – which sets the framework for bank supervision. It helps the user to understand:
- Key principles of supervisory review
- Specific issues to be addressed under supervisory review process
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This course discusses ‘Pillar 3: Market discipline’ – which sets out the framework for market disclosures by banks. It helps the user to understand:
- General considerations with regard to disclosure requirements
- General disclosure principles
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E-Learning & 
1. Core Principles and Methodology
