The main objective of this course is to provide participants with a good understanding of the interaction between regulation and risk management in banking. Because of its importance as a foundation for regulation, the work of the Basel Committee on Banking Supervision forms a large part of the course.
The aim of the trainer was that by the end of the course the 28 participants will have understood the necessity for their institutions to meet the Basel requirements for capital, liquidity and leverage. The evolution of the regulatory framework for banks from Basel I to Basel IV and its impact on risk management was analysed throughout the course. The most important calculations required in the Basel documentation, including those for stress testing and back-testing, were explained. In addition to the work of the Basel Committee, the course also considerered other aspects of the interaction between regulation and risk management in banking.