Foundations of the Capital Requirements Framework– Grasp the Basel capital framework and accompanying legal mandates, and learn how minimum capital requirements are structured and calculated against on- and off-balance-sheet exposures.
Hands-On Credit-Risk Capital Calculations– Work through the Standardised (and overview of IRB) approaches across all exposure classes—from sovereigns and corporates to retail and securitisations—applying conversion factors and real-world examples.
Practical Risk-Weight Application Across Exposure Classes– Dive into case studies that show how to assign and calculate risk weights for each exposure class (sovereign, regional/local authorities, corporates, retail, off-balance-sheet, etc.), reinforcing your understanding with detailed, hands-on examples.
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