Duration

5 days

Deadline for application

21 March 2025

Objective

The Basel framework is a comprehensive set of standards developed by the Basel Committee on Banking Supervision to improve the regulation and supervision of the banking sector. Finalised in December 2017, the full Basel III package addresses the lessons learnt from the financial crisis. The current Basel framework also deals with the regulation of climate risk and crypto-assets as well as the Core Principles.

The course aims to provide an overview of the Basel framework with particular focus on the Basel III reforms as well as the EU and national implementation. In addition, it will introduce and illustrate the European supervisory review process (SREP and ICAAP/ILAAP). Both theoretical and practical components will be examined.

Content

• Introduction to supervision in Germany and Europe
• Brief overview and recap of the Basel framework, the motivation behind its revisions and the finalisation of Basel III
• Definition of capital, leverage ratio and capital buffers
• Liquidity risk – quantitative standards, monitoring tools, management principles (including a case study)
• Risk coverage – credit risk, operational risk, market risk
• ICAAP/ILAAP (Pillar 2) – approaches and principles
• German and European implementation of the supervisory review and evaluation process (SREP – Pillar 2)
• Current regulatory developments

Target group

This course is aimed at supervisory experts from central banks and supervisory authorities involved in the implementation of the Basel framework. A good knowledge of the revised framework is essential for participation. Participants should also be familiar with the supervision policies and practices of their home countries’ financial systems and be prepared to actively contribute to discussions, e.g. by giving presentations.

Please note 

A nominating person is mandatory for the participation in our in-person courses.