Basel II: From Fundamentals to Latest Thinking

Venue: Hong Kong

Location: Hong Kong, Hong Kong

Event Date/Time: Apr 16, 2009 End Date/Time: Apr 17, 2009
Registration Date: Apr 15, 2009
Early Registration Date: Mar 27, 2009
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Course highlights:

• What is Basel II?: A broad overview of modern risk management and capital adequacy, putting the new Accord in context
• Learn how to comply at the minimum possible cost and how to use compliance as a competitive advantage
• Discuss the new challenges for the board of directors and executive management
• A detailed look at modern operational risk management, including quantification, loss modelling, key risk indicators and practical methods for operational risk managers
• Latest thinking on approaches to stress testing and the pillar 2 obligations under Basel II
• Learn how different countries are implementing Basel II and take advantage of the menu approach, the options and national discretions
• Basel II: where next?

• Board of Directors
• Head of Risk Management, Credit Risk, Operational Risk or Market Risk
• Head of Compliance
• Project Managers
• Risk management professionals and consultants
• Business analysts involved with Basel II implementation
• IT and Information Security Managers


Additional Information

This course will take you step by step through the new Basel Capital Accord, commonly referred to as Basel II, examining the new risk management approaches introduced as a result of the regulations, and looking into the latest techniques used to achieve compliance. The course will begin by putting Basel II in context, examining the shortcomings of the original capital requirement directive and the development of the new risk-sensitive framework. The different approaches allowed under Basel II will be examined in detail, focusing on the areas which are receiving most attention from regulators. Practical techniques for the management of operational risks within an organisation will be introduced and set against the Basel II requirements. The expert tutor will discuss the application of critical techniques such as Key Risk Indicators and risk measurement, looking at risk management strategies for extreme value events including stress testing and the construction of scoreboard solutions. The application of advanced analytical techniques such as VaR, Monte Carlo simulations and Extreme Value Theory will be examined, with an emphasis on the advantages and limitations of each. The expert tutor will look beyond Basel II and explore the common elements of different regulatory compliance projects and the benefits that can be gained by aligning these in your organisation. He will also give full coverage to the latest thinking in risk management and share his views about the future direction of the Basel II regulations. For a full course description please visit