Course Summary
This one-day program provides a practical overview of the Basel III framework and its implications for capital planning, liquidity management and banking-business economics. Participants examine capital adequacy, CET1, Additional Tier 1 and Tier 2 capital, conservation and countercyclical buffers, LCR, NSFR and risk-weighted assets across credit, market and operational risk.
Who Should Attend
- Banking Risk and Regulatory Compliance professionals
- Credit and Portfolio Risk teams
- Treasury and Asset-Liability Management teams
- Finance and Capital Planning professionals
- Internal Audit and Assurance teams
- Corporate Banking and Product leaders
- Professionals preparing for broader risk-management responsibilities
Business Outcomes
Participants will be able to:
- Understand the structure and objectives of Basel III.
- Interpret regulatory capital components and ratios.
- Assess the effect of capital buffers on lending capacity.
- Understand short- and long-term liquidity-risk measures.
- Analyse the drivers of credit, market and operational RWA.
- Connect product and portfolio decisions with return on capital.
Course Content
Basel Framework and Regulatory Context
Capital Adequacy Standards
Capital Buffers
Liquidity Coverage Ratio
Net Stable Funding Ratio
Risk-Weighted Assets
RWA and Return-on-Capital Optimisation
Basel III Management Dashboard
Meet Your Instructor
Mr. Chowdhary is a finance professional and investment mentor with experience across equity analysis, corporate finance, transaction banking, and investment advisory. He has held senior roles at HSBC, DBS Bank, YES BANK, and Citibank, working with large corporate and multinational clients. He currently runs Nikunj School of Finance, where he simplifies financial analysis, business models, investor calls, and market trends for learners.
₹1,10,000
This course includes:
- Lessons 9
- Topics 58
- Duration 1 Day
- Quizzes 0
- Language English
Share
Report
