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This course is six hours per day. Please get in touch for exact start and finish times for a particular course date.
Key Learning Outcomes:
- Learn how minimum regulatory capital requirements have evolved, and understand the various capital types, including Common Equity Tier 1 (CET1), Additional Tier 1 (AT1), and Tier 2, as well as Basel III’s regulatory buffers
- Become more familiar with the alternative methodologies for calculating risk weighted assets for credit, market and operational risks
- Consider how liquidity and funding risk are captured by the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
- Review how Basel III is implemented in the EU and the US
- Review the implications of COVID-19 on bank capital adequacy
The course is relevant to anyone wishing to gain a deeper understanding of bank capital and liquidity regulations. It may be suitable for investors, risk managers, regulators, internal auditors, bankers and analysts. It is targeted at an intermediate level and assumes a basic understanding of accounting, financial products and banking functions.
Risk Management in Banks & the Capital Implications , Intensive Bank Analysis and Liquidity Risk Management in Banks courses are all complementary topics to this Bank Capital Adequacy Under Basel III course.