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Description of  Credit Risk Under Basel Ii, Iii And Iv Accords

Published 1/2024 MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz Language: English | Size: 2.69 GB | Duration: 3h 54m An Analysis of Basel II, Basel III, and Basel IV: Credit Risk What you'll learn The concepts of credit risk under Basel II, III, and IV accords/frameworks and elaborate on the changes introduced by each framework. Critical Analysis of the Basel Accords: Necessity, Advantages, and Shortcomings The key financial regulations around Basel Capital Adequacy requirements The key attributes/parameters used in deriving Risk-Weighted Assets (RWA) for credit risk. High-level analysis of the key changes introduced in Basel IV to Risk-Weighted Asset calculation for Credit Risk Requirements There are no prerequisites or requirements to take this course. Description Overview Section 1: Basel II Framework Lecture 1 Introducing Basel II Lecture 2 Highlights of the Basel II Framework Lecture 3 Basel II: The Three Pillars Lecture 4 Introducing Pillar I Lecture 5 A High-Level Summary of the Basel II Framework Section 2: Basel II Credit Risk Lecture 6 What is Regulatory Capital? Lecture 7 Risk Weighted Asset & Capital Ratio Lecture 8 What is Credit Risk? Lecture 9 Basel II: Standardized Approach Lecture 10 Exposure to Sovereigns Lecture 11 Exposure to Public Sector Entities Lecture 12 Exposure to Multilateral Development Bank Lecture 13 Exposure to Banks Lecture 14 Exposure to Corporates Lecture 15 Retail Exposures Lecture 16 Residential & Commercial Mortgage Exposures Lecture 17 Past Due Exposures Lecture 18 High Risk Exposures & Equity Exposures Lecture 19 Original Exposure Calculation Lecture 20 Exposure Value Calculation Lecture 21 Credit Risk Mitigation Section 3: Basel II: Standardized Approach Examples Lecture 22 Basel II: Standardized Approach Examples Section 4: Basel II Internal Ratings Based Approach Lecture 23 Internal Ratings Based Approach Lecture 24 Asset Classes and Risk Components Lecture 25 Basel II IRBF a?? Asset Class Lecture 26 BASEL II IRBF: Probability of Default Lecture 27 BASEL II IRBF: LGD & Maturity Lecture 28 Basel II IRBF a?? EAD Calculation Lecture 29 Key Input Fields for EAD Calculation Lecture 30 Basel II a?? Calculation of Risk Weight & RWA under the Basel II IRBF Lecture 31 Basel II IRBF a?? Mitigant Section 5: Basel II IRBF: Example Exercises Lecture 32 Basel II IRBF: Example Exercises Section 6: Basel II Advanced Internal Ratings Based Approach Lecture 33 Basel II IRBA a?? Asset Class Lecture 34 Basel II IRBA a?? Probability of Default Lecture 35 Basel II IRBA a?? Loss GIven Default (Distinct) Lecture 36 Basel II IRBA a?? Maturity Lecture 37 Basel II IRBA a?? EAD Calculation Lecture 38 Calculation of Risk Weight for Wholesale Exposures under IRBA Lecture 39 Calculation of Risk Weight for Retail Exposure under the IRBA Lecture 40 Key Input Fields for EAD Calculation under the IRBA Lecture 0 Basel II IRBA a?? Expected Loss Calculation Lecture 0 Basel II IRBA a?? Exposures in Default Lecture 0 Basel II IRBA a?? Mitigation Lecture 0 Introduction to Basel III Lecture 0 Highlights of Basel III Lecture 0 Basel III Capital Composition Lecture 0 Basel III a?? Mandatory Capital Conservation Buffer Lecture 0 Discretionary Countercyclical Capital Buffer Lecture 0 Capital for Global Systematically Important Banks (GSIBs) Lecture 0 Introduction to Basel IV Section 7: Basel IV Credit Risk Lecture 0 Basel IV a?? Credit Risk Standardised Approach Lecture 0 Basel IV a?? Exposure to Sovereigns, PSEs and MDBs. Lecture 0 Basel IV a?? Exposure to Banks Lecture 41 Basel IV a?? Exposure to Covered Bonds Lecture 0 Basel IV a?? Exposure to Corporates Lecture 42 Basel IV a?? Specialized Lending Exposures Lecture 0 Basel IV STD: Subordinated Debt, Equity, and Other Capital Instruments Lecture 43 Basel IV a?? Exposure to Retail Lecture 44 Basel IV a?? Exposures secured by Residential Real Estate Lecture 45 Basel IV a?? Exposures Secured by Commercial Real Estate Lecture 0 Basel IV a?? Land Acquisition, Development and Construction Exposures Lecture 46 Basel IV a?? Currency Mismatch Multiplier Lecture 47 Basel IV a?? Internal Ratings Based Approach Lecture 48 Basel IV IRB a?? PD & LGD Parameter Floors Lecture 49 Basel IV IRB a?? Other Changes