Basel Frameworks: Risk Implications and Updates Training Course

Introduction
The evolving Basel regulatory frameworks—Basel II, III, and the emerging Basel IV reforms—have fundamentally reshaped the way financial institutions assess and manage risk. The Basel Frameworks: Risk Implications and Updates Training Course equips central banks, regulators, and financial institutions with critical insights into the structure, application, and recent enhancements of the Basel standards. This course is designed to ensure institutions remain compliant, risk-sensitive, and aligned with international regulatory best practices, especially as capital, liquidity, and leverage requirements become more dynamic and granular.

Spanning five intensive days, the training provides a deep dive into key components of the Basel Accords, including credit risk, market risk, operational risk, leverage ratio, capital buffers, and the standardized approach revisions under Basel IV. Participants will examine the implications of these changes for risk management, supervision, and internal model approval processes. Practical case studies and simulations will reinforce the application of Basel principles in real-world settings, helping institutions build resilience and regulatory credibility.

Duration: 5 days

Target Audience:

  • Central bank regulators and supervisory staff
  • Risk and compliance officers in financial institutions
  • Bank treasury and capital planning professionals
  • Internal auditors and Basel implementation teams
  • Financial analysts and regulatory reporting specialists

Course Objectives:

  • Understand the structure and evolution of Basel I, II, III, and IV frameworks
  • Analyze the risk implications of capital, liquidity, and leverage reforms
  • Align internal risk management and compliance systems with Basel standards
  • Assess supervisory expectations and implementation challenges
  • Prepare for upcoming Basel IV changes and disclosure requirements

Course Modules

  1. Introduction to the Basel Frameworks and Evolution
  • History and rationale behind the Basel Accords
  • Key differences between Basel I, II, III, and IV
  • Objectives of prudential regulation: solvency, resilience, and transparency
  • The role of the Basel Committee on Banking Supervision (BCBS)
  • Global implementation trends and regional adaptations
  1. Basel III Capital Requirements and Buffers
  • Capital adequacy standards and regulatory capital structure
  • Minimum capital ratios: CET1, Tier 1, Total Capital
  • Capital conservation buffer and countercyclical buffer
  • Systemically Important Financial Institutions (SIFIs) requirements
  • Stress testing and capital planning under Basel III
  1. Credit Risk Framework under Basel II/III/IV
  • Standardized vs. Internal Ratings-Based (IRB) approaches
  • Credit risk mitigation techniques and collateral management
  • Revisions under Basel IV: output floor and risk-weight recalibrations
  • Exposure classification and risk-weighted assets (RWA)
  • Supervisory expectations on model validation and governance
  1. Market Risk: Standardized and Internal Models Approaches
  • The Fundamental Review of the Trading Book (FRTB)
  • Market risk sensitivities and revised standardized approach
  • Internal models approval and supervisory review
  • Treatment of securitized products and correlation trading
  • Data quality and back-testing requirements
  1. Operational Risk and Basel IV’s Standardized Approach
  • Evolution from Advanced Measurement Approach (AMA) to Standardized Measurement
  • Business Indicator (BI) component and risk coefficient calibration
  • Operational risk governance and event data collection
  • Internal loss databases and scenario analysis
  • Integration into enterprise risk management (ERM) frameworks
  1. Leverage Ratio, Liquidity Standards, and Pillar 2 Add-ons
  • Non-risk-based leverage ratio framework
  • Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
  • Supervisory Review and Evaluation Process (SREP) enhancements
  • Capital add-ons and Pillar 2 implementation tools
  • Interlinkages between solvency, liquidity, and leverage risks
  1. Basel IV Implementation: Challenges and Strategies
  • Timeline and transitional arrangements for Basel IV
  • Key changes affecting standardized and internal models
  • Output floor and its implications for capital planning
  • Implementation challenges in emerging markets
  • Aligning IT, reporting, and governance systems
  1. Pillar 3 Disclosure and Transparency Requirements
  • Disclosure principles and comparative templates
  • Risk exposure disclosures and capital adequacy reporting
  • Market discipline through enhanced transparency
  • Reporting tools and data governance requirements
  • Case studies of effective Basel compliance disclosure practices

CERTIFICATION

  • Upon successful completion of this training, participants will be issued with Macskills Training and Development Institute Certificate

TRAINING VENUE

  • Training will be held at Macskills Training Centre. We also tailor make the training upon request at different locations across the world.

AIRPORT PICK UP AND ACCOMMODATION

  • Airport pick up and accommodation is arranged upon request

TERMS OF PAYMENT

Payment should be made to Macskills Development Institute bank account before the start of the training and receipts sent to info@macskillsdevelopment.com

 

Basel Frameworks: Risk Implications And Updates Training Course in Kiribati
Dates Fees Location Action