The crisis has prompted the Basel Committee on Banking Supervision (BCBS) to design a new framework for banking regulation that strengthens capital rules and introduces new liquidity requirements.
This course teaches the framework of Basel II and Basel III, and the enhanced capital and liquidity requirements. It considers the impact that the implementation will have on banks’ business models. The impact of implementation of Capital Requirements Directive (CRD) IV in Europe is also analyzed.
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Gain insight into banking regulatory changes so you can:
Identify the components and methodology of an economic capital model.
Understand the Basel II three-pillar approach.
Assess quality and quantity of capital.
Analyze a bank’s credit and market risk exposures under the new rules.
Appreciate the significance of operational risk capital charges.
Understand the Basel III framework and revised capital requirements.
Evaluate a bank’s leverage.
Identify a bank’s liquidity profile.
Assess the impact of new regulation on banks’ business lines and risk profiles.
Investment and commercial bankers
Credit and equity analysts
Regulators and central bankers
Fixed income professionals
Bond researchers (both buy and sell sides)
Correspondent banking officers
Relationship managers involved in exposures to, or investments in, banks
This is a sample only. Upon request, Moody’s Analytics shall provide an invitation letter for those attendees who require a visa. You can request the visa invitation letter via email to firstname.lastname@example.org only after your registration for the respective course is completed and the proof of payment is attached in the request email.