TARGET GROUP | Mid-level to senior bank supervisors from central banks and supervisory authorities. Basic knowledge of the Basel framework 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 management 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 framework, focusing on countries in the EU, Emerging Europe, and the Caucasus, and drawing significantly 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) and the Supervisory Review and Evaluation Process (SREP). 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 presentations on specific aspects of banking supervision in their home country.
The course will cover:
• The Single Supervisory Mechanism in Europe
• Banking supervision in Germany and in Austria
• Overview of Basel III and latest developments with regard to the Basel framework
• Pillar 2: Internal Capital Adequacy Assessment Process (ICAAP), Supervisory Review and Evaluation Process (SREP) – business model analysis
• Objectives and processes of on-site supervision
• Examination of credit, market and liquidity risk
• Supervision of IT risks including cyber risks
• Interaction of micro- and macroprudential policies
• Stress testing and its use in supervision
• Recovery and resolution - overview
• National experience in off-site and on-site supervision