Virtual Recording
Basel II and Current Issues
Instructor: Maya Rodriguez Valladares
Description: Existing Basel II regulatory requirements are having a significant impact on banks’ risk management and their use of derivatives. Implementation challenges globally have abounded. In December, the Basel Committee unveiled proposed changes to the Basel II framework which have caused sharp differences in opinion in market participants. This virtual class will briefly cover what constitutes Basel II requirements and the effects on financial institutions of the proposed changes.
Duration (hours): 1.
Target Audience: Credit and risk officers, business analysts working on Basel II, audit and compliance officers, regulators, finance and IT personnel.
Prerequisites: Basic knowledge of banking, cash products, and derivatives.
Learning Objectives: Students will be able to:
  • Identify the key requirements of Basel II
  • Discuss proposed changes to Basel II
  • Effects on banks
  • Evaluate advantages and disadvantages to Basel II
Detailed Outline: Architecture of Basel II
Comprised of three pillars
Minimum regulatory capital calculation for
Credit risk
Standardized Approach
Advanced Approached
Market Risk, and
Standardized Approach
Internal Models Approach
Operations risk
Basic Approach
Advanced Measurement Approach
Proposed Changes to Basel II Discuss proposed changes to Basel II
Compare and contrast advantages and risks of proposed changes to financial institutions