Certified Basel II Professional

This course follows closely the principles of sound practices of management and operational risk, as set down by the Basel ii committee. Attendees will learn practical skills and solutions that will help them support the Basel ii requirements, whilst implementing the solutions and skills learned within their organisation.

Course Synopsis:

The Bank for International Settlements (BIS)First Basel Capital Accord

• Regulatory and economic capital
• Basel I amendments

The New Basel Capital Accord (Basel II)

• The three-pillar regulatory structure
• Purposes of Basel II
• Employees Affected

Framework for internal control systems in banking organizations - Basel Committee on Banking Supervision

• The 13 Principles and COSO
• Evaluation of internal control systems by supervisory authorities
• Role and responsibilities of external auditors

Operational Risk Approaches

• Basic Indicator Approach (BIA)
• Standardized Approach (SA)
• Alternative Standardized Approach (ASA)
• Advanced Measurement Approaches (AMA)
• Internal Measurement Approach (IMA)
• Value-at Risk (VaR)
• Stress testing and Basel
• Operational Risk Measurement Issues
• Operational risk sound practices
• Operational risk mitigation
• Insurance to mitigate operational risk

Third-party service providers and vendorsBasel II and other regulations

• Basel and other regulations
• Capital Requirements Directive (CRD)
• 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
• Multinational companies and compliance challenges