Basel III Masterclass

Basel III Masterclass


3-Day Professional Development Workshop


East Asia Training & Consultancy Pte Ltd invites you to attend a three-day professional development workshop on Basel III Masterclass.

This intensive, three-day workshop will review relevant details of Basel III implementation in context with robust credit/portfolio analytics. We employ the most appropriate optimization method to loan portfolios: discrete, dynamic or stochastic optimization, and how methodology improves capital allocation under the new Basel III accords. We also learn to build and use interactive corporate and specialized lending risk rating systems, determine value-at-risk capital allocation and utilize RAROC pricing models. Finally, we will apply advanced cash flow, stochastic forecasting, and industry analysis within the context of new Basel III capital accords.

This program is highly intensive, interactive and encourages participation. Hands-on exercises, deal analysis, examples and case studies reinforce concepts and ensure delegates have a thorough, real-world understanding of the material covered. Participants will use laptops during the workshop. Laptops should have recent versions of Microsoft Excel and Risk Simulator 2010. The course does not require more than basic math skills.

Course Outline

Introduction: Review of Basel III

  • Differences between Basel II and Basel III
  • Tier 1 (core) capital ratio
  • Other capital ratios
  • Purpose of capital conservation buffer
  • Supplemental capital
  • Discussion of the countercyclical buffer range
  • Regulatory capital ratio
  • Resolution of differences between total capital requirements and tier 1 requirement
  • Dealing with excessive credit growth and acceleration of the build-up of the conservation buffer



Feb 14 - 16 2022


9:00 am - 5:00 pm


Risk Simulator


EATC Office
3 Raffles Place, #07-01, Bharat Building, Singapore 048617.