Bank Capital Adequacy Under Basel III & CRD Masterclass

Its premise is that knowing the rules is not the hard part — running a profitable bank inside them is. Beyond the past, present and likely future rules and how they apply to different institutions, the masterclass works their underlying purpose: why they evolved as they did, and how to adopt strategies that maximise profit and minimise risk within the letter and spirit of the framework.

The anatomy of the accords — the BCBS, the three accords and the three pillars — then capital under Basel III: qualifying capital requirements, going-concern versus gone-concern capital, the leverage ratio, counter-cyclicality measures and systemically important banks. Credit, market and operational risk are measured using Value at Risk and Expected Shortfall where the rules demand them.

Heads of department across risk, finance and treasury; balance sheet, capital management and ICAAP/ILAAP teams; market, credit, counterparty and operational risk managers; internal audit, regulatory compliance and reporting teams; and bank regulators and financial stability professionals.

Both. The programme is delivered in English or French, and an in-house edition can be tailored to your institution’s balance sheet and supervisory context. Sessions run on a rolling calendar, with dates confirmed on request; fees and quotations are provided on enquiry.