Programme Overview This is an e-learning programme. Upon successful registration and payment, you will be notified via email within 3 working days on your login ID, password and user instructions to access this programme.(The programme is valid for 6 months from the date of purchase.) Programme Objective It is critical that banks’ risk exposures are backed by a high quality capital base. But the global financial crisis showed that this was not the case. As a result, significant revisions were made to the Basel capital framework as part of the Basel III reforms.This tutorial describes the two Basel approaches that banks can use to calculate risk-weighted assets (RWAs) for credit risk – Standardized Approach (SA) and Internal Ratings-Based (IRB) approach. The tutorial also discusses the key changes implemented by Basel III in relation to RWA calculations and outlines some of the ongoing issues surrounding RWAs. In addition, the definition of qualifying capital and the associated calculations are described in detail.
It is critical that banks’ risk exposures are backed by a high quality capital base. But the global financial crisis showed that this was not the case. As a result, significant revisions were made to the Basel capital framework as part of the Basel III reforms.This tutorial describes the two Basel approaches that banks can use to calculate risk-weighted assets (RWAs) for credit risk – Standardized Approach (SA) and Internal Ratings-Based (IRB) approach. The tutorial also discusses the key changes implemented by Basel III in relation to RWA calculations and outlines some of the ongoing issues surrounding RWAs. In addition, the definition of qualifying capital and the associated calculations are described in detail.
On completion of this tutorial, you will be able to: describe the process of calculating risk-weighted assets (RWAs) under both the Standardized Approach (SA) and the Internal Ratings-Based (IRB) approach outline the impact of Basel III on credit risk capital calculations, in particular the amendments relating to capital ratios and qualifying capital Training Methodology E-Learning 24/7Prerequisites Credit Risk Measurement – EAD & LGD Estimated Completion Time60 minutesNo cancellation or change in programme enrolment once the enrolment is successful.
On completion of this tutorial, you will be able to:
describe the process of calculating risk-weighted assets (RWAs) under both the Standardized Approach (SA) and the Internal Ratings-Based (IRB) approach
outline the impact of Basel III on credit risk capital calculations, in particular the amendments relating to capital ratios and qualifying capital
Credit Risk Measurement – EAD & LGD
New or recent recruits to banking and financial organizations Operations and support staff Finance and accounting staff Dealers and traders
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