The International Certificate in Banking Risk and Regulation is designed to allow students to develop their knowledge and understanding of banking risk, regulation and supervision. The Certificate is also intended to provide a foundation level of education for those who wish to
develop their careers in specialist areas of banking risk management and regulatory compliance.
Entry Requirements
• Completed Bachelor Degree (BCS) in Banking or equivalent professional education or
• Relevant work experience
• Reasonable command of spoken and written English
Programme Structure
T his programme can be completed during one academic year and consists of two compulsory modules, with a diploma being awarded upon successful completion of the course :
Programme Content
Module 1: Risk and Regulation in Banks
BRR 01: Banking risk and regulation |
| Chapter 1 |
1.1 |
The nature of risk and regulation in banking |
1.2 |
The history of risk-based regulation of banks |
1.3 |
The evolution of risk management and regulation in banking |
BRR 02: Traded market risk management and regulation |
| Chapter 2 |
2.1 |
The nature of market risk |
2.2 |
The measurement and regulation of market risk |
2.3 |
The Standardized Approach to measuring market risk |
2.4 |
The Internal Models Approach to measuring and managing market risk |
BRR 03: Treasury risk management and regulation |
| Chapter 3 |
3.1 |
The nature of treasury risk |
3.2 |
Interest rate reprising in the banking book |
3.3 |
Methods for measuring and managing liquidity risk |
3.4 |
Capital management and treasury risk |
Module 2: Banking Risks – Measurement, Supervision and Disclosure
BRR 04: Credit risk management and regulation |
| Chapter 4 |
4.1
|
The development of risk-based supervision of banks |
4.2 |
Basel II and the international regulation of banks |
4.3 |
The nature of credit risk |
4.4 |
The approaches for calculating credit risk capital |
4.5 |
The Standardized Approach to measuring credit risk |
4.6 |
The Internal Ratings-Based approaches to measuring credit risk |
4.7 |
Collateral and securitization |
BRR 05: Operational risk management and regulation |
| Chapter 5 |
5.1
|
The nature of operational risk |
5.2 |
The approaches for calculating operational risk apital |
5.3 |
The Basic Indicator Approach to measuring operational risk |
5.4 |
The Standardized Approach to measuring operational risk |
5.5 |
The Advanced Measurement Approach to measuring operational risk |
5.6 |
Managing operational risk |
BRR 06: Supervision and regulation |
| Chapter 6 |
6.1 |
The supervisory review process |
6.2 |
The role of national supervisors |
6.3 |
Supervision of operational risk and ‘other' risks |
6.4 |
Bank disclosure requirements |
Programme Learning Outcomes
On successful completion of the course , students will be able (at a foundation level) to:
• Demonstrate an understanding of the risks in banking and the need for banking
regulation, the relationship between risk and minimum capital requirements, and the
risk-based regulatory framework
• Demonstrate an understanding of the methods for the measurement and
management of traded market risk and the regulatory requirements for managing
market risk and establishing minimum capital requirements
• Demonstrate an understanding of the requirement for the measurement and
management of treasury risk in banking in particular liquidity risk and interest rate
risk in the banking book, and the ways in which the treasury function should ensure
that minimum capital requirements are maintained.
• Demonstrate an understanding of the methods for the measurement and management of credit risk and the regulation of minimum capital requirements
• Demonstrate an understanding of the methods for the measurement and
management of operational risk and the regulation of minimum capital requirements
• Demonstrate an understanding of the requirement for the supervision of banks and the disclosure of market information.
