Course Objectives

The overall goal of this two-day workshop is to provide participants with an understanding of how capital is regulated under Basel II and III and appreciate the impact that changing regulatory capital requirements may have upon the bank’s exposures and ultimately upon its balance sheet management and strategy.
Specifically the goals of the training are to equip participants to:

  • Understand the role and importance of capital in a bank’s balance sheet and identify the composition and relative importance of the different measures of capital from a regulatory perspective (Core Capital, Tier 1 Capital and Tier 2 / 3 Capital)
  • Be able to recognise the main drivers of regulatory capital requirements from a product perspective, and be able to appreciate the effect of variables such as duration, volatility, exposure at default, loss given default and counterparty probability of default upon the capital requirements of typical product groups utilised by banks.
  • Be aware of the enhancements to the Basel accord from Basel II.5, Basel III and on-going proposed changes to regulatory capital methodologies. Particular attention will be given the emphasis on core capital, additional capital requirements for trading books, counterparty risk, liquidity management and leverage.
  • Appreciate the potential impact on bank’s strategy, product range and likely composition of a bank balance sheet resulting from Basel and other associated regulatory changes.

Target Audience

Bankers, internal auditors, regulators and analysts, but is also appropriate for a broader audience who wish to gain insight into capital adequacy and its importance for banks. The course is targeted at an intermediate level and assumes a basic understanding of accounting, banking products and functions. Fitch Learning has a number of other workshops which address complementary topics. These include Risk Management in Banks, Intensive Bank Analysis and Liquidity Risk Management in Banks.
Please contact us if you would like further advice on which workshop is appropriate.

Daily Schedule

In each course day the price includes:

Morning Coffee 08:30 to 09:00
Training 09:00 to 10:30
Morning Coffee-Break 10:30 to 10:45
Training 10:45 to 12:30
Executive Lunch 12:30 to 13:30
Training 13:30 to 15:30
Afternoon Coffee-Break 15:30 to 15:45
Training 15:45 to 17:30

Complementary Water and Soft drinks during the whole day.



Courses are delivered in English language. Delivery in Portuguese or Spanish is possible if there is a minimum of 8 participants (at request).