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Capital Requirements for Credit risk (CRR III Framework)

Capital Requirements for Credit risk (CRR III Framework)

This training program is designed with a hands-on approach, integrating essential theoretical concepts with practical exercises. Participants will engage in activities that reinforce their understanding, allowing for peer-to-peer and instructor feedback to enhance their skills effectively.

7 videos
Video: 1. Overview of Capital Requirements Framework
Video: 2. Capital Requirements for Credit risk – Overview
Video: 3. Capital Requirements for Credit risk – Standardised Approach (1st – 5th Exposure Classes)
Video: 4. Capital Requirements for Credit risk – Standardised Approach (6th – 8th Exposure Classes)
Video: 5. Capital Requirements for Credit risk – Standardised Approach (9th – 12th Exposure Classes)
Video: 6. Capital Requirements for Credit risk – Standardised Approach (14th – 17th Exposure Classes)
Video: 7. Overview of COREP Report
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  /  Capital Requirements  /  Capital Requirements for Credit risk (CRR III Framework)

Capital Requirements for Credit risk (CRR III Framework)

165.00€
165.00€
Language: English
Language: English
Language: English

About this course

The objectives of this seminar are to:

Understand the Basel Capital Requirements framework and its legal underpinnings, including how minimum capital is structured and calculated against on- and off-balance-sheet items.

Examine the 17 exposure classes of Standardised Approach, their classification rules and conversion factors, and the methodology for assigning risk weights.

Gain in-depth knowledge of off-balance-sheet treatment and the use of External Credit Assessments (ECAs) in risk-weight determination.

Learn how to calculate Risk-Weighted Assets (RWAs) for sovereign, corporate, retail, mortgage, securitisation and other exposure types via practical examples.

Understand the structure, purpose and key requirements of COREP templates for credit-risk reporting.

Skills delivered:

Classify on- and off-balance-sheet credit exposures across all standardised exposure classes.

Apply conversion factors and assign appropriate risk weights under Standardised Approach.

Compute RWAs and minimum capital requirements using real-world case studies.

Practical Case Studies.

FAQs

Do I receive a certificate after completing the course?

Yes! Upon successful completion of the course and any required assessments, you will receive a certificate of completion. This certificate can be downloaded and shared on your professional profiles or with potential employers.

How are the courses delivered?

Courses are delivered entirely online through a mix of video lectures, interactive activities, downloadable resources, and optional live sessions, making learning engaging and flexible.

Is there a deadline for completing the course?

Most of our courses have no fixed deadlines, allowing you to complete them at your own pace. However, some live or cohort-based programs may have set schedules, which will be clearly mentioned

Will I have access to course materials after the course ends?

Yes! Once you enroll, you’ll have access to the course materials up to 5 years, including video lectures, resources, and downloadable content, so you can revisit them anytime.

How do I access the course materials?

All course materials, including video lectures, PDFs, and assignments, will be available on our online learning platform. You can log in anytime from your computer, tablet, or smartphone.

What devices can I use to access the course?

Our courses are accessible on all modern devices, including laptops, tablets, and smartphones. All you need is an internet connection, and you can learn anytime, anywhere.

Syllabus

Capital Requirements for Credit risk (CRR III Framework) 0/7

This training program is designed with a hands-on approach, integrating essential theoretical concepts with practical exercises. Participants will engage in activities that reinforce their understanding, allowing for peer-to-peer and instructor feedback to enhance their skills effectively.

7 videos
Video: 1. Overview of Capital Requirements Framework

Basel Capital Framework

Overview of Legal requirements

Structure of Minimum Capital requirements

15 minutes
Video: 2. Capital Requirements for Credit risk – Overview

Overview of Approaches (Standardised Approach and on Internal Ratings Based Approach)

Risk Exposure Value (Conversion Factors for Off-Balance Sheet Items)

Application of External Credit Assessments – Practical Examples

30 minutes
Video: 3. Capital Requirements for Credit risk – Standardised Approach (1st – 5th Exposure Classes)

Overview of Exposure classes and Risk Weights application principles

Exposures to central governments or central banks

Exposures to regional governments or local authorities

Exposures to public sector entities

Exposures to multilateral development banks

Exposures to international organisations

Practical Examples

30 minutes
Video: 4. Capital Requirements for Credit risk – Standardised Approach (6th – 8th Exposure Classes)

Exposures to institutions

Exposures to corporates

Retail exposures

Practical examples

30 minutes
Video: 5. Capital Requirements for Credit risk – Standardised Approach (9th – 12th Exposure Classes)

Exposures secured by mortgages on immovable property

Land acquisition, development and construction exposures

Exposures in default

Subordinated debt exposures

Exposures in the form of covered bonds

Practical examples

30 minutes
Video: 6. Capital Requirements for Credit risk – Standardised Approach (14th – 17th Exposure Classes)

Exposures to institutions and corporates with a short-term credit assessment

Own funds requirements for exposures in the form of units or shares in CIUs

Treatment of off-balance-sheet exposures to CIUs

Equity exposures

Other items

Practical examples

30 minutes
Video: 7. Overview of COREP Report
15 minutes

Designed For

  • Risk Management and Compliance Teams

  • Internal Audit and Regulatory Reporting Staff

  • Finance and Strategy Analysts

  • Senior Management and Decision Makers

Course Materials

Videos and Seminar Notes

Access comprehensive seminar videos and notes that cover topics delivered during the sessions, helping you review and deepen your understanding at your own pace.

Quiz

Test your knowledge with interactive quizzes designed to reinforce learning and ensure you're on track with the course material.

Certificate of Completion

Receive a certificate of completion to showcase your achievement and enhance your professional credentials upon finishing the course.

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