معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

Basel Accord (Credit Risk)


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
د. وليد مصطفى القصراوي
2018-04-15 2018-04-18 16:30 19:30 عمان 12

(Objectives / الأهداف)

:

- By the end of this course , participants will be able to :

- Comprehend regulatory capital based on Basel II, CBJ regulations,

- Calculate credit risk based on the standardized approach .

- Calculate credit risk mitigation (simple and comprehensive approach).

- Enable participants to comprehend IRB approach’s requirements and application.


(Contents / المحتويات)

:

- Scope of Implementation and Capital.

- The three pillars system .

- Regulatory capital.

- Risk Weighted Assets:

- Rules for sovereigns, banks and corporate.

- Rules for retail, rules for special lending.

- Rules for equity.

- Rules for NPLs, rules for OBS.

- Calculation of RWA.

- Credit risk mitigation (CRM) :Simple approach, Comprehensive approach.

- Categorization of exposures:

- Corporate exposures.

- Sovereign exposures.

- Bank retail and equity exposures.

- Foundation and advanced approaches:

- Probability of default (PD).

- Loss given default (LGD).

- Exposure at default (EAD).

- Calculation of expected loss and unexpected loss.

- Minimum requirements for IRB approach:

- Rating system design.

- Risk rating system operations.

- Corporate governance and oversight.

- Use of internal ratings.

- Risk quantification.

- Validation of internal estimates.

- Supervisory LGD and EAD estimates.

- Requirements for recognition of leasing.

- Calculation of capital charges for equity exposures.

- Disclosure requirements.



(Participants / المشاركون)

:

- Banks and financial institutions employees from departments of risk management, internal audit, compliance and strategic planning .