This seminar will provide an introduction to the various types of banking risk and the Basel II Accord for risk-based regulation.
Features of risk-based regulation:
- the three Pillars of the Basel II Accord
- the three Pillar 1 risks and the three other key risks identified under Pillar 2
- the calculation of capital allocations for Pillar 1 risks
- best practice methodologies for management of the three main risks |
