Bank Capital Adequacy Under Basel III         

By the end of this course you will be able to:

.Get familiarized with salient features of Basel III, especially adequacy and quality of capital and risk coverage

.Discuss implementation issues in the context of KSA

Course Outline:

.Overview and limitations of Basel II

.Pillar 1 – Quality and level of capital, loss absorption at point of non-viability, capital conservation buffer, counter cyclical buffer

.Containing leverage through non-risk based leverage ratio

.Pillar 2 – Risk coverage: securitization, trading book, stressed value at risk, counter party credit risk

.Global liquidity standards – liquidity coverage ratio, net stable funding ratio

.Supervisory monitoring

.Systemically important financial institutions

.Elements of Common Equity Tier-1 capital (CET 1)

.Elements of additional Tier-1 capital

.Elements of Tier-2 capital

.Regulatory adjustments/deductions

.SAMA guidelines for capital adequacy

Target Audience:

.Those working in credit, treasury, banking operations, risk management, compliance and internal audit

Prerequisites:

.Familiarity with major elements of banking risks such as credit, market and operational risks. Should also have familiarity with salient features of Basel II

This course entitles you to attend:

Upon successful completion of this course, participants will obtain:

.Training Attendance Certificate .