TARGET GROUP | Mid-level to senior banking supervisors from central banks and supervisory authorities. Basic knowledge of the Basel framework is essential. Participants should also be familiar with the supervisory policies at their institution and be prepared to actively contribute to discussions.
DESCRIPTION | Basel III is a comprehensive set of reform measures developed by the Basel Committee on Banking Supervision to strengthen the regulation and supervision of risk management in the banking sector. Specifically, Basel III focuses on strengthening the qualitative and quantitative standards within the regulatory capital framework, introduces a global liquidity framework, deploys measures to reduce cyclicality, introduces a leverage ratio and provides a basic approach to regulating systemically important banks. This one-week course seeks to impart comprehensive expert knowledge on major issues relating to the implementation of the Basel framework, focusing on countries in the EU, emerging Europe, and the Caucasus.
The course aims to give an overview of the Basel framework and the Basel III reforms. It will focus on both theory and practice, with special attention being given to introducing the internal capital adequacy assessment process (ICAAP) and the supervisory review and evaluation process (SREP). Furthermore, topics such as the examination of the credit business and the interest rate risk in the banking book will be covered. Participants will be invited to work on case studies on specific topics of the course (in the free time after the lectures) and to share their experiences by giving short presentations on specific aspects of banking supervision in their home country.
Contents
• The Single Supervisory Mechanism in Europe
• Overview of Basel III and latest developments with regard to the Basel framework
• Banking supervision aspects of the COVID-19 pandemic
• Pillar 2: internal capital adequacy assessment process (ICAAP), supervisory review and evaluation process (SREP) – business model analysis
• Examination of credit business
• Non-performing loan (NPL) management and resolution
• National experience in banking supervision
Start:
End: Jan 22
Language: English
Sponsoring Organization: JVI/DBB/OeNB
Application Deadline: January 03, 2021