Certified Basel III Professional

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Chapter 1: Introduction to Banking Regulation & the Basel Framework 6 Topics

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Evolution of international banking regulation

Role of the Bank for International Settlements (BIS) and the Basel Committee on Banking Supervision (BCBS)

From Basel I to Basel III: a historical overview

The 2008 Global Financial Crisis and the regulatory response

Basel Accords vs. national implementation — how a global standard becomes domestic law

Chapter 1. Summary – Video

Chapter 2: Basel I Framework 6 Topics

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Background and objectives of the 1988 Capital Accord

Credit risk-weighted assets under Basel I

Capital Adequacy Ratio (CAR) computation under Basel I

The 1996 Market Risk Amendment

Limitations and shortcomings that led to Basel II

Chapter 2. Summary – Video

Chapter 3: Basel II Framework 8 Topics

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The Three-Pillar structure of Basel II

Pillar 1 — Minimum Capital Requirements

Credit risk approaches: Standardized, Foundation IRB, Advanced IRB

Operational risk approaches: Basic Indicator, Standardized, Advanced Measurement (AMA)

Pillar 2 — Supervisory Review Process

Pillar 3 — Market Discipline and Disclosure

Weaknesses exposed by the 2008 financial crisis

Chapter 3. Summary – Video

Chapter 4: Basel III — Core Reforms (2010–2017) 9 Topics

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Genesis and objectives of Basel III

Enhanced quality and quantity of regulatory capital

Components of capital: Common Equity Tier 1 (CET1), Additional Tier 1 (AT1), Tier 2

Regulatory deductions and adjustments to capital

Minimum Capital Adequacy Ratio (CAR) requirements

Capital Conservation Buffer (CCB)

Countercyclical Capital Buffer (CCyB)

Leverage Ratio — rationale, calculation, and role as a backstop to risk-based capital

Chapter 4. Summary – Video

Chapter 5: Basel III Finalized Reforms — “Basel IV” / Basel III Endgame / Basel 3.1 / CRR3 13 Topics

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Why the Basel Committee revisited Basel III: RWA variability across banks

Overview of the December 2017 finalization package

Revised Standardized Approach (SA) for credit risk

Revisions to the Internal Ratings-Based (IRB) approach and constraints on internal-model use

Removal of the 1.06 scaling factor on IRB risk-weighted assets

Revised Credit Valuation Adjustment (CVA) risk framework

Revised operational risk framework: retirement of AMA in favour of a single standardized approach

The Output Floor — concept, 72.5% calibration, and phase-in schedule

Revised leverage ratio and the G-SIB leverage ratio buffer

Revised securitisation framework

Jurisdictional variants: US “Basel III Endgame”, UK “Basel 3.1”, EU CRR3/CRD6 (live since 1 Jan 2025)

Global implementation status — BCBS Regulatory Consistency Assessment Programme (RCAP)

Chapter 5. Summary – Video

Chapter 6: Credit Risk Measurement 7 Topics

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Standardized Approach (SA): exposure classes and revised risk weights

Use of external ratings and due-diligence requirements

Internal Ratings-Based (IRB) Approach: Foundation vs. Advanced

Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD)

Credit Risk Mitigation (CRM) techniques and eligible collateral

Securitisation Framework: hierarchy of SEC-IRBA, SEC-ERBA and SEC-SA

Chapter 6. Summary – Video

Chapter 7: Market Risk Framework — FRTB 6 Topics

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Evolution from the 1996 Market Risk Amendment to the Fundamental Review of the Trading Book (FRTB)

Trading book vs. banking book boundary

Standardized Approach — Sensitivities-Based Method

Internal Models Approach (IMA) and the shift to Expected Shortfall

Default Risk Charge and Residual Risk Add-On

Chapter 7. Summary – Video

Chapter 8: Operational Risk Framework 5 Topics

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Recap of Basel II approaches (BIA, TSA, AMA) and why they were replaced

The Standardized Measurement Approach (SMA) under Basel III

Business Indicator (BI) and Business Indicator Component (BIC)

Internal Loss Multiplier (ILM) and internal loss-data requirements

Chapter 8. Summary – Video

Chapter 9: Liquidity Risk Standards 6 Topics

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Rationale for liquidity regulation after the 2008 crisis

Liquidity Coverage Ratio (LCR): High-Quality Liquid Assets (HQLA) and net cash outflows

Net Stable Funding Ratio (NSFR): available vs. required stable funding

Liquidity risk monitoring tools and contingency funding plans

Interaction between LCR/NSFR, the leverage ratio and capital requirements

Chapter 9. Summary – Video

Chapter 10: Capital Buffers & Systemic Risk 6 Topics

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Recap: Capital Conservation Buffer and Countercyclical Buffer

Global Systemically Important Banks (G-SIBs): identification methodology and surcharge

Domestic Systemically Important Banks (D-SIBs)

Total Loss-Absorbing Capacity (TLAC) requirement for G-SIBs

Linkages to recovery and resolution planning

Chapter 10. Summary – Video

Chapter 11: Pillar 2 & Pillar 3 — Supervisory Review and Market Discipline 5 Topics

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Internal Capital Adequacy Assessment Process (ICAAP)

Supervisory Review and Evaluation Process (SREP)

Revised Pillar 3 disclosure requirements and reporting templates

Interest Rate Risk in the Banking Book (IRRBB)

Chapter 11. Summary – Video

Chapter 12: Stress Testing & Capital Planning 6 Topics

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Purpose and design of regulatory stress tests

Scenario design: baseline, adverse, and severely adverse scenarios

Reverse stress testing

Forward-looking capital planning

Comparative overview: US CCAR/DFAST, EBA EU-wide stress tests, RBI stress testing framework

Chapter 12. Summary – Video

Chapter 13: Basel III Implementation in India 7 Topics

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RBI’s phased implementation of Basel III since April 2013

Master Circular on Basel III Capital Regulations — current CRAR and CET1 requirements

RBI’s Liquidity Coverage Ratio and Net Stable Funding Ratio guidelines for Indian banks

The D-SIB framework in India

RBI’s revised Standardised Approach Directions for credit risk (effective 1 April 2027) — aligning India with Basel III finalisation

Applicability and exemptions: Scheduled Commercial Banks, Small Finance Banks, Payments Banks and Regional Rural Banks

Chapter 13. Summary – Video

Chapter 14: Global Comparative Perspective 5 Topics

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United States — “Basel III Endgame”: status of proposed rules

United Kingdom — “Basel 3.1”: phased implementation timeline

European Union — CRR3/CRD6, live since 1 January 2025

Cross-jurisdictional divergence and implications for internationally active banks

Chapter 14. Summary – Video

Chapter 15: Case Studies & Practical Application 5 Topics

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Capital adequacy ratio computation exercises

Risk-weighted asset calculation: Standardized Approach vs. IRB

LCR and NSFR computation exercise

Assessing the impact of the output floor on a sample bank’s capital requirement

Chapter 15. Summary – Video