As banks get to grips with the volume of new regulation, maintaining compliance with all requirements has become a strategic objective for many. Banking regulation has therefore been one of the highest growing sectors of finance in the last decade and arguably the least likely to be negatively impacted by cyclical (housing bubbles) and structural (Brexit) winds, quite the opposite.

As such, the need to understand the tools governing prudential banking regulation is pushing regulators, consultancies, and banks towards expanding their regulatory teams well beyond those of traditional banking (investment/asset management).

This course provides an overview of the main guidelines on the Basel banking regulation package focusing primarily on capital requirements from both a theoretical and practical perspective. At the end of the course, participants will be equipped with a firm understanding of capital requirements and the necessary tools to work in the regulatory space. Course Access EndsJune 30, 2022.

• The origin and need for banking regulation
• Interaction between international and national regulatory bodies

• The 3 Basel pillars
• Risk-based capital framework (Pillar 1)
• Basel impact on the economy

• Lessons learned from the financial crisis
• New capital requirements
• New liquidity requirements

• Standardized approach
• Internal rating based approaches
• Credit risk mitigation

 Output Floor
 Operational Risk (Base II and III Approaches)

• Standardized approach
• Internal model approaches

• SREP/ICAAP
• Pillar 2 risk types/methodologies
• Stress testing

 Reporting & Disclosures (Pillar 3)

 Securitization
 Interest Rate Risk in the Banking Book
 Total Loss Absorbing Capacity

 Counterparty Credit Risk
 Credit Valuation Adjustment

• Anyone with a need to understand banking regulation in their role
• Finance graduates
• New employees at regulators, banks, and consultancies