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Apr 15 2024

Analysis of the Capital Requirement Directives(Apr. 15-18) Virtual

  • 9:00am
  • National Banking College

Background

The thrust of the Capital Requirement Directive is to encourage banks to implement the Pillar I of Basel II/III. The effective implementation is necessary to support further developments to be introduced by regulators.
Banks that are able to structure their internal information systems to reflect the requirements of this directive have the advantage of extending the processes into the emerging Pillar II implementation requirements.

Programme Objectives

  • Understand and review how their banks implemented the CRD 2018 Directive.
  • Compute their banks’ Risk Weighted Assets (RWAs)
  • Understand the limitations and why the Pillar II was introduced.
  • Critically examine the current Capital Requirement Directive (2018).
  • Examine the rationale to complement it with Pillar II requirements.

Course Outline

Introduction to the Basel II/III framework
Types of Capital
Regulations of capital
Operational Risk
The Standardised Approach
Credit Risk
The Standardised Approach
Market Risk
The Standardised Approach
Duration Analysis
Equities-betas
Options-Greeks
Gross Market: Value at Risk
Computation of Risk Weighted Assets (RWAs)
Operational Risk Weighted Assets
Credit Risk Weighted Assets
Market Risk Weighted Assets
Implications for Risk Control

Target Group

  • Risk Management Teams
  • Finance Teams
  • Audit Teams
  • Compliance Teams

CostGHC00.00

To register, contact the programmes secretariat now !

+233 (0) 302 760006