BBkTARGET GROUP | Mid- to senior-level bank supervisors from central banks and supervisory authorities. Basic knowledge of the new Basel II and III regulations is essential.
DESCRIPTION | Basel III is a comprehensive set of reform measures developed by the Basel Committee on Banking Supervision to strengthen the regulation and supervision of risk man-agement in the banking sector. In this context, the Basel II rules have been supplemented and, in part, further developed. This one-week course aims to impart comprehensive expert knowledge on major issues relating to the implementation of the Basel II and III frameworks, focusing on countries in the EU, Emerging Europe, and the Caucasus, and drawing significant-ly on the experience of Germany and Austria.
The course will focus on both theory and practice with special attention given to introducing the Internal Capital Adequacy Assessment Process (ICAAP). Furthermore, the objectives and processes of on-site inspections will be covered, including the examination of credit, market and liquidity risk. Participants will be invited to share their experience by giving short presen-tations on specific aspects of banking supervision in their home country.
The course will cover:
• The Single Supervisory Mechanism in Europe as a first step towards a European banking union
• Banking supervision in Germany and in Austria
• Overview of Basel III and latest developments with regard to the Basel framework
• Objectives and processes of on-site supervision
• Examination of credit, market and liquidity risk
• Introduction to the Internal Capital Adequacy Assessment Process (ICAAP)
• Interaction of micro- and macroprudential policies
• Stress testing and its use in supervision
• National experience in off-site and on-site supervision