To understand the current capital adequacy requirement framework we begin with an overview of the historical back ground behind the development of Basel II:

• Basel II – Background: Great Depression, Regulation Q, Basel I
• Basel II

The following courses then address Pillar 2 of the Basel II framework- the Internal Capital Adequacy Assessment Process (ICAAP):

• Internal Capital Adequacy Assessment Process (ICAAP) – Overview and Core concepts
• ICAAP Sample Report Template

Basel III is due to be fully implemented by 2019 and represents reforms to and strengthening of the existing capital requirement and liquidity standards. The following courses in turn review the revisions to the Basel II framework that Basel III encompasses as well as a detailed review of the liquidity reforms.

• Basel III- Basel II framework revisions
• Basel III- Liquidity Framework – Reforms to the Global Liquidity Risk Regulations

Other courses related to Basel II, ICAAP and Basel III are:

• Collateral Valuation in Credit Risk Management
• Asset Liability Management
• Liquidity Risk Management Case Studies
• Setting Counterparty Limits, Market Risk Limits & Liquidity and Interest Rate Risk Limits
• Calculating Value at Risk
• Value at Risk Case Study
• Duration and Convexity Example

On-line video courses (view only and downloadable versions) are available for sale at our Finance Course Store for the following Basel capital adequacy framework- and ICAAP-related courses:

• Quant Crash Course
• Calculating VaR (Value at Risk) using VCV and Historical Simulation
• Setting Value at Risk (VaR), Stop Loss, Pre Settlement (PSR) and Counterparty Limits

The following Basel capital requirement framework-related courses are also available for sale in pdf (non-print and print versions) formats at our Finance Course Store:

• ICAAP: Overview and Core Concepts
• Calculating Value at Risk- includes case study
• Collateral Valuation in Credit Risk Management
• Asset Liability Management
• Setting Counterparty Limits

Excel examples of certain Basel II, Basel III and ICAAP related concepts are also available for sale at our Finance Course Store:

• ALM – Crash Course – Excel Examples include Cost of Close Liquidity Gaps, Cost of Close – Interest Rate Risk, Earnings at Risk, Market Value of Equity
• Setting Limits
• ICAAP – Credit EXCEL Example
• Calculating VaR
• Duration Convexity Example

Premium Courses

Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates - PDF $9.99 Treasury Crash Course $219.00 Derivatives Pricing - Package $40.00 Quant Crash Course $199.00