Gain a clear understanding of the Basel Capital framework structure, including minimum capital requirements, capital buffers, and the composition of eligible capital.

Learn how to compute risk-weighted assets for credit risk exposures.

Explore eligible forms of credit risk mitigation—including funded and unfunded protection—and understand how CRM techniques affect capital requirements.

Understand the own funds requirements for operational risk and learn how to apply criteria for identifying, collecting, and treating internal loss data.

Examine the delineation between banking and trading books, and understand the approaches to calculating market risk capital: Simplified Standardised, Sensitivity-Based Standardised, and Internal Models (including key requirements).

Improve participants’ professional efficiency and decision-making processes.

Understanding of Basel capital framework structure and regulatory capital components.

Overview of risk-weighted asset (RWA) calculations for credit, market, and operational risk.

Familiarity with credit risk mitigation techniques and their role in capital requirements.

Basic interpretation of capital buffers, minimum requirements, and regulatory thresholds.

General awareness of internal loss data considerations for operational risk.

Foundational insights to support compliance, reporting, and strategic discussions.