Mastering Credit Risk Evaluation, Modelling and Management Course
Course Overview
The key objective of this training course is to empower professionals to—
• develop a thorough understanding and detailed knowledge of Basel III
• train other professionals on important facts and concepts of Basel III
• review existing documentation and processes of one’s organisation to check for adherence to required standards and practices as per Basel III
• help one’s organisation transition smoothly to a state of operations that is completely compliant with all requirements of Basel III
• introduce and implement advanced technological systems to make operations smarter and more accurate to meet the objectives of Basel III, thus contributing to organisational credibility and development
• devise robust stress testing and capital regulation measures to prevent the organisation from facing issues otherwise
• contribute to organisational development and credibility, thereby helping one’s organisation stay competent in the industry
• acquire the skillset and capabilities to assume higher roles and responsibilities concerning Basel III within or outside one’s organisation, thereby promoting one’s growth and development across a wide range of avenues
Training Format:In-class, Virtual, In-house
Location:Lagos, Accra, Nairobi, Kigali
Language:English, French
Nigeria Price:
₦330000
Int'l., (Nigeria) Price:
$1000
Ghana Price:
$4000
Kenya Price:
$5500
Rwanda Price:
$6000
Nigeria Price:₦330000
Int'l., (Nigeria) Price:
$1000
Ghana Price:
$4000
Kenya Price:
$4000
Rwanda Price:
$4000
Nigeria Price: ₦330000
Int'l., (Nigeria) Price:
$1000
Ghana Price: $4000
Kenya Price: $4000
Rwanda Price: $4000
Overview of Basel III
• Definition, history and information asymmetry
• Moral hazard
• Revised disclosure regime
• Disclosure hierarchy
Pillars of Basel III
• Minimum capital requirement
• Supervisory review process
• Market discipline
Principles of Basel III
• Capital requirements
• Leverage ratio
• Liquidity requirements
Benefits of Revised Regulator Framework (Risk-Weighted Asset Calculation)
• Enhancing robustness and risk sensitivity of standardised approaches
• Constraining use of internally modelled approaches
• Complementing risk-weighted capital ratios with the finalised leverage ratio
Drivers of Market Risks
• Commodity prices
• Equity prices
• Interest rates
• Credit spreads
• Foreign exchange
Revised Market Risk Framework
• The boundary of banking and trading book
• Measurement of market risk capital requirements
o Internal model approach
o Standardised approach
• Model testing
Credit Risks
• Definition
• Key elements/framework
o Exposure at default
o Loss given default
o Probability of default
Approaches
o Standardised approach
o Foundation internal ratings-based approach
o Advanced internal ratings-based approach
Risk mitigation techniques
o Netting
o Collateral
o Credit derivatives
• Credit valuation adjustments
Operational Risks
• Principles of operational risk management
Approaches
o Basic indicator approach
o Standardised approach
o Advanced model approach
Liquidity Risks
• Regulatory capital: recapitulation
• Liquidity ratios: rationale, calculation, interpretation
• Liquidity monitoring tools
Capital Management
• Composition of capital
• Capital allocation
• Regulatory versus economic capital
• Capital allocation models
• Risk appetite
• Capital adequacy and capital optimisation
Stress Testing
• Regulatory and managerial principles
• Methodologies
• Reverse stress-testing
• Role in risk governance
1ST BATCH: Tuesday, February 17, 2026 — Friday, February 20, 2026.
2ND BATCH: Tuesday, June 16, 2026 — Friday, June 19, 2026.
3RD BATCH: Tuesday, October 13, 2026 — Friday, October 16, 2026.
The training methodology integrates lectures, interactive discussions, collaborative group exercises, and
illustrative examples. Participants will acquire a blend of theoretical insights and hands-on practical
experience, emphasizing the application of learned techniques. This approach ensures that attendees return
to their professional environments equipped with both the competence and self-assurance to effectively
implement the acquired skills in their responsibilities.
