An insider’s view of Basel 3 Derivative capital in MS Excel

This course is designed for any professional who want to work in Risk/Capital management desk of an Investment Bank.

Created by: Sumit Chakravarty PRM, MBA
A professionally qualified Risk Manager Consultant in IB's

What Will I Learn?

• A full understanding of counterparty credit risk capital calculation for Derivatives as per Basel 3 in Excel including capital optimisation strategies.
• Excel sheet provided as part of the course for conceptual understanding, doing simulations and scenario analysis.
• This is currently the most hot/challenging topic for investment & commercial banks.
• The course covers all the necessary concepts and integrates bank's balance sheet, Basel 3 key ratios, RWA derivation and Basel 3 derivatives capital.
• The calculation involves all scenarios and simulation from scratch in Excel step by step which assumes the student needs no previous experience of Basel 3.
• After this course, i can guarantee you will not only gain knowledge and appreciation of Basel 3 derivatives calculations but will know in detail how banks calculate & optimise their derivative capital.
• This is not a theoretical Basel 3 course, which you will find plenty online. This is targeted for students and professionals who want a senior/consultant role in banks.
• The course is for all levels from beginners to advance. This course gives you an insider's view of capital management for Derivatives.
• You will also learn how banks model internal rating based risk weights using Merton and Vasicek credit risk models step by step.

Requirements

• Only Basic Excel and keen interest in Finance, Risk & Regulation. Excel sheet provided for all simulation and conceptual understanding.

Target audience

• Anyone interested in Basel 3 regulation & credit risk management for Derivatives especially for Investment/Commercial banks. Anyone who wants to work in Risk/ Capital management in banks. Anyone who wants to understand how banks optimise their capital for Derivatives. This is the hottest topic among big banks today and for the future.