Credit Risk Management under the Basel Accords

Focused View

Michael Oladejo

3:20:39

8 View

1 - Basel II Framework

1 - Introducing Basel II.mp4

03:27

2 - Highlights of the Basel II Framework.mp4

03:43

3 - Basel II The Three Pillars.mp4

02:59

4 - Introducing Pillar I.mp4

03:47

5 - A HighLevel Summary of the Basel II Framework.mp4

03:16

2 - Basel II Credit Risk

6 - What is Regulatory Capital.mp4

05:03

7 - Risk Weighted Asset Capital Ratio.mp4

04:41

8 - What is Credit Risk.mp4

02:59

9 - Basel II Standardized Approach.mp4

02:44

10 - Exposure to Sovereigns.mp4

03:12

11 - Exposure to Public Sector Entities.mp4

03:09

12 - Exposure to Multilateral Development Bank.mp4

03:40

13 - Exposure to Banks.mp4

02:43

14 - Exposure to Corporates.mp4

02:11

15 - Retail Exposures.mp4

02:19

16 - Residential Commercial Mortgage Exposures.mp4

03:52

17 - Past Due Exposures.mp4

01:40

18 - High Risk Exposures Equity Exposures.mp4

01:34

19 - Original Exposure Calculation.mp4

02:28

20 - Exposure Value Calculation.mp4

04:31

21 - Credit Risk Mitigation.mp4

03:26

3 - Basel II Standardized Approach Examples

22 - Basel II Standardized Approach Examples.mp4

12:52

4 - Basel II Internal Ratings Based Approach

23 - Internal Ratings Based Approach.mp4

04:00

24 - Asset Classes and Risk Components.mp4

02:18

25 - Basel II IRBF Asset Class.mp4

03:00

26 - BASEL II IRBF Probability of Default.mp4

02:32

27 - BASEL II IRBF LGD Maturity.mp4

05:18

28 - Basel II IRBF EAD Calculation.mp4

04:48

29 - Key Input Fields for EAD Calculation.mp4

01:41

30 - Basel II Calculation of Risk Weight RWA under the Basel II IRBF.mp4

07:26

31 - Basel II IRBF Mitigant.mp4

03:23

5 - Basel II IRBF Example Exercises

32 - Basel II IRBF Example Exercises.mp4

28:46

6 - Basel II Advanced Internal Ratings Based Approach

33 - Basel II IRBA Asset Class.mp4

03:38

34 - Basel II IRBA Probability of Default.mp4

03:30

35 - Basel II IRBA Loss GIven Default Distinct.mp4

04:34

36 - Basel II IRBA Maturity.mp4

03:17

37 - Basel II IRBA EAD Calculation.mp4

02:17

38 - Calculation of Risk Weight for Wholesale Exposures under IRBA.mp4

03:32

39 - Calculation of Risk Weight for Retail Exposure under the IRBA.mp4

04:36

40 - Key Input Fields for EAD Calculation under the IRBA.mp4

01:36

7 - Basel IV Credit Risk

41 - Basel IV Exposure to Covered Bonds.mp4

03:55

42 - Basel IV Specialized Lending Exposures.mp4

05:36

43 - Basel IV Exposure to Retail.mp4

02:40

44 - Basel IV Exposures secured by Residential Real Estate.mp4

03:14

45 - Basel IV Exposures Secured by Commercial Real Estate.mp4

02:12

46 - Basel IV Currency Mismatch Multiplier.mp4

02:08

47 - Basel IV Internal Ratings Based Approach.mp4

04:18

48 - Basel IV IRB PD LGD Parameter Floors.mp4

03:36

49 - Basel IV IRB Other Changes.mp4

02:32

Description

An Analysis of Basel II, Basel III, and Basel IV: Credit Risk

What You'll Learn?

The concepts of credit risk under Basel II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework.
Critical Analysis of the Basel Accords: Necessity, Advantages, and Shortcomings
The key financial regulations around Basel Capital Adequacy requirements
The key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit risk.
High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk

Who is this for?

Anyone interested in learning more about regulatory reporting or building a career in financial services

Analysts

Risk Managers

Investors

Regulators

Internal Auditors

What You Need to Know?

There are no prerequisites or requirements to take this course.

More details

Description
This intensive program delves into the essential aspects of managing credit risk within Basel II, III, and IV frameworks. Designed for beginners and professionals seeking more profound expertise, this course equips you with the knowledge and skills to navigate the complexities of bank capital adequacy regulations.
Key Focus:
Mastering the Fundamentals: Gain a thorough understanding of the Basel Accords' evolution, purpose, and impact on the global financial system.
Demystifying Capital Calculations: Explore the various capital types (CET1, Tier 1, Tier 2), their calculation methods, and their influence on risk-weighted assets.
Navigating Risk Weighting: Unravel the risk weighting system, its application in determining capital requirements, and its role in mitigating credit risk exposure.
Basel III in Depth: Analyze the core Basel III standards, including the CET1 ratio, CAR, and Leverage Ratio, and their practical implications for capital adequacy.
Embracing Basel IV: Compare and contrast the new Basel IV standards with Basel III, focusing on critical changes and their impact on credit risk management practices.
Learning Outcomes:
Confidently explain the Basel framework and its objectives for ensuring financial stability.
Differentiate between capital types and calculate capital requirements under each Basel Accord.
Apply risk weighting strategies to assess exposure and determine capital needs accurately.
Appreciate the significance of Basel regulations in safeguarding banks and depositors.
Develop practical skills for effective credit risk management within the regulatory landscape.
No prior knowledge of Basel regulations is required!
Assessment:
Your understanding will be continuously evaluated through interactive quizzes and a comprehensive final exam.
By completing this program, you'll gain the confidence and expertise to manage credit risk effectively within the evolving Basel framework.
Who this course is for:
Anyone interested in learning more about regulatory reporting or building a career in financial services
Analysts
Risk Managers
Investors
Regulators
Internal Auditors

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I am an experienced risk consultant specializing in analyzing Credit, Liquidity, Market, and Operational Risk under the Basel regulatory framework. I have extensive experience both locally and internationally, and I can tailor solutions to meet my clients' specific needs.I also help banks transfer their data and CBN Reports (MBR, DBR, CBN On and Off-Balance Sheet Reports) from Microsoft Excel to Power BI, improving reporting processes and enabling faster report generation with minimal human intervention and errors.I train individuals and corporate organizations on all aspects of Basel II, III, and IV regulatory requirements and other relevant topics in the financial sector.

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