Basel II - Executive Overview

Day One

09.00 - 09.15 Welcome and Introduction

09.15 - 10.15 General Introduction to Basel II

• Background, Intentions and Scope
• The Three Pillars of Basel II
• The Capital Ratio

10.15 - 10.30 Coffee Break

10.30 - 12.00 Measurement Framework in Basel II

• Measuring Market Risk
  • Standardized Approach
  • Internal Models Approach
• Measuring Credit Risk
  • Standardized Approach
  • Internal Ratings Based Approach
  • Risk Mitigation

12.00 - 13.00 Lunch

13.00 - 14.30 Measurement Framework (continued)

• Measuring Operational Risk
  • Basic Indicator Approach
  • Standardized Approach
  • Advanced Measurement Approach
  • Risk Mitigation

Closer Look at Pillar 2 and 3

• The Supervisory Review Process
• The Role of Market Discipline

14.30 - 14.45 Coffee Break

14.45 - 16.15 Implementation and Management of Basel II

• Important Implementation Issues
• The Impact of Basel II on Banks' Risk Management
• Managing Bank Capital under Basel II

16.15 - 16.30 Evaluation and Termination of the Seminar