| Instructor: | Maya Rodriguez Valladares |
| Description: | Existing Basel II regulatory requirements are having a significant impact on banks’ risk management and their use of derivatives. Implementation challenges globally have abounded. In December, the Basel Committee unveiled proposed changes to the Basel II framework which have caused sharp differences in opinion in market participants. This virtual class will briefly cover what constitutes Basel II requirements and the effects on financial institutions of the proposed changes. |
| Duration (hours): | 1. |
| Target Audience: | Credit and risk officers, business analysts working on Basel II, audit and compliance officers, regulators, finance and IT personnel. |
| Prerequisites: | Basic knowledge of banking, cash products, and derivatives. |
| Learning Objectives: | Students will be able to:
|
| Detailed Outline: | Architecture of Basel II Comprised of three pillars Minimum regulatory capital calculation for Credit risk Standardized Approach Advanced Approached Market Risk, and Standardized Approach Internal Models Approach Operations risk Basic Approach Advanced Measurement Approach Proposed Changes to Basel II Discuss proposed changes to Basel II Compare and contrast advantages and risks of proposed changes to financial institutions |
 |
|