About

RCBS Risk Capital and Basel III Specialist Day 1: Credit Risk & Supervision Credit Creation Multiplier and its economic importance Role of Risk Capital and Basel Accords evolution 2008 Credit Crisis causes, effects, and regulatory response Basel III introduction and key focus areas Day 2: Pillar 1 – Minimum Capital Requirements Credit risk components (PD, LGD, EAD) and calculation methods Credit risk management models and Risk Weighted Assets Tier 1 & Tier 2 Capital components Basel III capital requirements, buffers (CCB, countercyclical, LCR, NSFR) Credit Value Adjustments, Operational & Market Risk assessments IFRS 9 asset recognition and impairment standards Day 3: Pillar 2 – SREP Process Bank Risk Capital calculations and regulatory expectations SREP, ICAAP, and ILAAP submissions Recovery and Resolution Plans Day 4: Pillar 3 – Market Disclosures Pillar 3 disclosure requirements and challenges Integrating Basel II/III into Risk Management and Capital processes Day 5: Consolidation and Final Assessment Course review, preparation for Basel IV, final test, and Q&A