An Introduction to Basel II and Capital Requirements for Con
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This course provides a simple, step by step, explanation of the Basel II Capital Accord. Particular focus is placed on the calculation of capital requirements for retail credit portfolios such as credit cards, personal loans and mortgages.
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Further Details
Delegates will learn
- Why the Basel II Capital Accord exists, and what it sets out to achieve.
Standard Basel II terminology.
- How to calculate the capital requirement for an asset using Standardised, Foundation IRB (Internal Ratings-Based) and Advanced IRB approaches.
- The differences in calculating capital requirements for different types of consumer credit.
- How to transform operational point in time (credit scoring) models to create probability of default estimates for IRB approaches.
- Why there is a need for stress testing and the ways in which stress testing can be applied.
- The Financial Services Authority's role in auditing organisations' capital requirements calculations.
This Training Course is taught in classrooms in the following locations:
Wakefield
Information provided is for information purposes only and no guarantees are made with regards to accuracy. It is advised that all details are checked prior to making a booking. Contents © 1999 - 2012. All rights reserved.
