Basel III Norms: Apply Standards in US & UK Banking

This comprehensive masterclass equips learners with the knowledge and skills to analyze, evaluate, and apply Basel III regulations in the context of US and UK banking systems. The course begins with a deep dive into the foundations of Basel III, exploring its origins, objectives, and the critical role of capital adequacy, risk-weighted assets (RWA), and credit and market risk frameworks. Learners will then progress to advanced topics, including operational risk measurement methods, the leverage ratio, liquidity metrics such as the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), and the regulatory treatment of Systemically Important Financial Institutions (SIFIs). Real-world challenges in Basel III implementation will be assessed, and learners will formulate strategies to address compliance in varying market conditions. Through structured lessons, practice quizzes, and graded assessments, participants will gain the ability to interpret regulatory requirements, apply capital and liquidity standards, and evaluate risk management practices to strengthen banking resilience.

By the end of the course, learners will be able to: Interpret Basel III principles and their application in US and UK markets. Calculate capital and risk-weighted asset requirements using standardized approaches. Analyze market and operational risk frameworks, including Value at Risk (VaR) and the Fundamental Review of the Trading Book (FRTB). Evaluate liquidity and stability metrics to ensure regulatory compliance. Assess challenges in implementation and propose adaptive strategies.