The Basel Framework

Agenda Program Online Video
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Available exclusively as online training
Price of online training
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How you will benefit:

An understanding of the Basel framework and standards
Gain familiarity with the BIS web site in this area
Gain a deeper understanding on the topics: Counterparty credit risk and calculating RWAs
Understand links between liquidity risk management and other regulatory initiatives such as IIRBB and FRTB
Gain experience with margin requirements for non-centrally cleared trades
This course provides a high-level overview of the framework, making use of the BCBS web site, together with deeper dives into a selection of standards where revisions have been more substantial since the global financial crisis. To some extent the choice of topics for deeper dives and the amount of detail can be tailored to the wishes of the course participants but we would aim to cover all the topics listed below in the course objectives to a reasonable level of detail.

The course will also look at progress in implementing current standards, particularly in light of delays as a result of the Covid-19 pandemic, in different jurisdictions across the world wilh particular focus on European implementation.

The course has three main objectives:
  • To provide a comprehensive overview of the Basel Framework and progress in implementation.
  • Provide a deeper and more detailed look at some of the newer standards introduced in Basel III, for example LCR and NSFR, margin requirements for non-centrally cleared trades, IRRBB and a look at forthcoming standards, for example FRTB – the new market risk framework, CVA risk capital revisions and the new approach for operational risk, all scheduled originally for 2022.
  • Allow participants to explore the new section of the BIS web site by answering their own questions and suggestions for exploration put to them by the trainer.

Who should attend?

Analysts, Vice Presidents, Directors, Senior Managers in:
  • Treasury Functions
  • Capital Management
  • Regulatory Compliance
  • Governance
  • Audit
  • Risk Analytics
  • Market Risk Management

Program of the seminar: The Basel Framework

The seminar timetable follows Central European Time (CET).

09.00 - 09.10 Welcome

09.10 - 12.15


  • Historical Background
  • Basel I, Basel II and Basel III
  • Need for Consolidation

The Standards

Scope of application of the Basel Framework

  • Banks covered
  • Determining global systemically important banks (G-SIBs)
  • D-SIBs

Definition of Capital

  • Tier 1, Tier 2, regulatory adjustments and prudential valuation

Risk based capital

  • Risk weighted assets
  • The output floor for RWA based capital requirements
  • Banking Book/Trading book boundary including deep dive into FRTB revisions
    • Deep dive on BB/TB
  • Capital Buffers

12.15 - 13.15 Lunch Break

13.15 - 17.00

Capital requirements for credit risk

  • Standardised approach
  • IRB
  • Counterparty credit risk
    • SA-CCR
    • IMM
    • CVA Capital
    • Exposures to CCPs
      • Deep dive into revised framework and exposures to CCPs

09.00 - 12.15

Capital requirements for market risk

  • Standardised approach
  • Simplified standardised approach
  • Internal models
  • Model validation (Backtesting and P&L Attribution)
  • Computing capital
    • Deep dive into forthcoming revised market risk standards (FRTB)

12.15 - 13.15 Lunch Break

13.15 - 17.00

Capital requirements for operational risk

  • BIA
  • Standardised Approach

Leverage ratio

  • BCBS web based

Liquidity coverage ratio

  • Deep dive

Net stable funding requirements

  • Deep dive

Large exposures

  • Introduction
  • BCBS web based

09.00 - 12.15

Margin requirements for non-centrally cleared derivatives

  • Deep dive

The Supervisory Review Process

  • Pillar 2
  • Four principles
  • Risk management
  • Interest rate risk in the banking book
    • Deep dive into interest rate risk in the banking book (IRRBB)

12.15 - 13.15 Lunch Break

13.15 - 17.00

Disclosure requirements

  • Walk through requirements
    • BCBS web based

Core principles for effective banking supervision

  • Introduction to principles
    • Summary and/or BCBS web based

Implementation of the Basel Framework

  • Regulatory Consistency Assessment Programme (RCAP)
  • Semi-annual reports on members' progress in implementing Basel standards

Termination and Evaluation of the Seminar

Training catalogue in PDF
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