Banking supervision within the Basel framework Course levels I and II
In cooperation with the Joint Vienna Institute (JVI) and the Oesterreichische Nationalbank (OeNB)
17 January 2023
Basel III is a comprehensive set of reform measures developed by the Basel Committee on Banking Supervision to improve the regulation and supervision of risk management in the banking sector. In specific terms, Basel III focuses on strengthening the qualitative and quantitative standards within the regulatory capital framework, introduces a global liquidity framework, deploys measures to reduce cyclicality, implements a leverage ratio and provides a basic approach for regulating systemically important banks. This one-week course seeks to impart comprehensive expert knowledge on major issues relating to the implementation of the Basel framework, focusing on countries in the EU, European emerging market economies, and the Caucasus.
The course aims to give an overview of the Basel framework and the Basel III reforms. It will focus on both theoretical and practical aspects, with special attention being given to introducing the internal capital adequacy assessment process (ICAAP) and the supervisory review and evaluation process (SREP). Furthermore, the examination of credit business and specific topics such as the interest rate risk in the banking book, stress testing and NPL management and resolution will be covered. Participants will be invited to share their experiences by giving short presentations on specific aspects of banking supervision in their home countries.
- The Single Supervisory Mechanism in Europe
- Overview of Basel III and latest developments with regard to the Basel framework
- Banking supervision aspects of the COVID-19 pandemic
- Pillar 2 – internal capital adequacy assessment process (ICAAP), supervisory review and evaluation process (SREP) – business model analysis
- Examination of credit business
- Interest rate risk in the banking book
- Stress testing and its use in supervision
- Recovery and resolution – an overview
- Non-performing loans – management and resolution
- National experiences of off-site and on-site supervision
This course is aimed at mid-level to senior banking supervisors from central banks and supervisory authorities. Basic knowledge of the Basel framework is essential. Participants should also be familiar with the supervisory policies at their own institutions and be prepared to actively contribute to discussions.