Programme in preparation

Risk Management: Regulation for Banks (Basel)

in collaboration with the House of Training Quality Circle in Risk Management with ALRiM


The main objective of this course is to provide participants with a good understanding of the interaction between regulation and risk management in banking. Because of its importance as a foundation for regulation, the work of the Basel Committee on Banking Supervision forms a large part of the course.

By the end of the course, participants will understand the necessity for banks to meet the Basel requirements for capital, liquidity and leverage. The evolution of the regulatory framework for banks from Basel I to Basel IV and its impact on risk management is analysed throughout the course. The most important calculations required in the Basel documentation, including those for stress testing and back-testing, are explained in detail.

In addition to the work of the Basel Committee, the course also considers other aspects of the interaction between regulation and risk management in banking (e.g. interactions at EU level with EBA / ECB)

Target Group:

Banking professionals from all types of banks, supervisors or other financial institutions with at least 5 years of experience working in a banking environment. Course participants should already have a good understanding of risk management fundamentals. The course will particularly interest risk managers, auditors, compliance officers and managers who need to understand and apply the Basel Accord.

Location and duration

In HoT partner countries: 3 - 4 days (depending if sequential translation or not)

Detailed programme Explode

1. Risk and Risk Management

  • Types of Risk in Financial Services
  • Risk Management
    • Objectives
    • Risk Management Cycle
    • Methods of Risk Management
    • Quantitative Methods (e.g., VaR)
    • Qualitative Methods (e.g., Stress Testing)

2. Risk and Regulation

The Basel Committee on Banking Supervision

  • History and Development
  • The Basel Accord

International Regulatory Environment

  • European Regulations
  • Non-European  Regulations

Compliance Risk

3. Risk Management and the Basel Accord

Credit Risk

  • Description in the Basel Accord
  • Measuring Credit Risk
    • Standardised Approach
    • Internal Ratings Based Approach
    • Foundation Method
    • Advanced Method

Market Risk

  • Description in the Basel Accord
  • Measuring Market Risk
    • Standardised Approach
    • Internal Model Approach

Operational Risk

  • Description in the Basel Accord
  • Measuring Operational Risk
    • Basic Indicator Approach
    • Standardised Approach
    • Advanced Measurement Approach

Liquidity Risk

  • Description in the Basel Accord
  • Measuring Liquidity Risk
    • Liquidity Ratios
    • Liquidity at Risk

4. Regulating Risk in Financial Services

  • International Regulations Based on the Basel Accord
  • International Regulations Based on Other Sources
  • International Organisations Supporting Risk Management

5. Future Trends in Risk and Regulation


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