Basel Regulations

This technical course unpacks the Basel regulatory framework from Basel I to Basel IV. It covers capital adequacy, liquidity requirements, risk-weighted assets, and regulatory reporting. Participants will gain a strong foundation to navigate compliance, strategic planning, and financial stability initiatives.

By the end of this course, participants will be able to:
– Explain the evolution of Basel Accords and key regulatory milestones.
– Calculate capital adequacy ratios and understand RWA methodologies.
– Understand liquidity requirements including LCR and NSFR.
– Interpret implications of Basel on lending, trading, and operations.
– Prepare for Basel IV implementation and regulatory trends.

1- Basel I to Basel IV: A Historical Overview
2- Capital Adequacy and Risk-Weighted Assets
3- Credit, Market, and Operational Risk Frameworks
4- Liquidity Coverage and Net Stable Funding Ratios
5- Basel IV and the Future of Regulation

Risk managers, compliance officers, finance professionals, internal auditors, and bank executives involved in capital planning and risk governance.

Regulatory walkthroughs, stress test scenarios, Basel calculations, and banking case reviews.

Participants will gain the technical proficiency and strategic context to support Basel-related compliance, reporting, and planning initiatives.