This course provides an introduction to the Basel III rules on Capital Adequacy and explains how Credit Risk and Liquidity Risk is measured. Upon completion, you will have developed a good foundational understanding of:

•The Standardised and IRB approaches to calculation of regulatory capital
•The difference between Capital and Risk-weighted-assets (RWA)
•Differences between Regulatory Capital and Economic Capital
•Pricing of Trade Products from a Regulatory Capital and RWA perspective
•The regulatory liquidity management framework