Training Course on Risk Management and Implementing Basel 2

Over the past year, many significant developments have occurred with regard to the implementation of the Basel 2 Accord. While intense discussions continue on the substance of aspects of the accord and the timing of implementation, it is generally expected that major changes to banking supervisions and to risk management practices worldwide will follow as a consequence of the new accord.

Against this background, the Asian Bankers Association (ABA), in cooperation with the Australian APEC Study Centre and the University of Melbourne, held a course on Risk Management and Implementing Basel 2 that aimed to expose participants to current thinking and practice regarding the implementation of the Basel 2 Accord from both a regulatory and practitioner perspective.

The six-day course was held April 10-15, 2005 in Melbourne, Australia, and:.
• Considered the content of the Basel 2 Accord and the institutional framework for its successful operation;
• Reviewed the likely impact upon financial institutions and markets and the implications for bank risk management, governance and disclosure; and
• Gave specific attention to the modeling and management of credit, market and operational risk and to testing the robustness of those risk management systems.

Specific issues covered included: Regional Economic Conditions; Regulatory Trends; Basel 2 Overview; Achieving Advanced IRB Status; Basel 2 and Credit Risk; Operational Risk; Update from the BIS/Capital Management Practices; Capital Charges, Capital Allocation Practices, Product Pricing and Risk Management; Bank Risk Management Policies and Practices; Risk Management Practices - Techniques and Tools; Disclosure, Market Discipline and Supervisory Practices; Implementation Issues

Course program (MS Word format)

Pre readings (MS Word format)

Melbourne Information (MS Word format)