Consulting

Samadhan has played a leading role in architecting and implementation of Basel II solution for a leading International Bank in the following countries:

Advanced Internal Rating Based

• United States of America (USA)
• Korea

Standardized

• Korea
• India
• Australia
• Singapore
• Malaysia
• Indonesia
• Thailand
• Philippines
• Sri Lanka

Samadhan played a leading role in the following activities:

• Understanding local regulations and Data Flow
• Architecting the solution on chosen product
• Configuring and implementing the solution
• Improving Data Quality through a series of metrics analysis
• Developing and configuring local reports
• Continuous improvement through improved data quality and data enrichment

Training

Course Details
The new rules for capital adequacy in banks and Financial Institutions were published in June 2004. These rules are being reviewed and implemented in each country as legislation for that country. The timetable for implementation varies from 2007 to 2011. Each country is also developing its own plan for implementation of standard, foundation or advanced method of risk measurement. Implementation of Basel II accord is a major challenge for banks as it cuts across a number of existing systems and involves extensive reconciliations along with supervisory governance and disclosure needs. It is also a major opportunity for IT companies.

This talk will outline the Basel II accord and list the challenges in implementation. It will also offer solutions to the challenges and thus enable you to think through solutions for your organization or clients.

Who Should Attend?
This course will benefit the following people:

• Banking Staff working in Risk Management, Financial Control or Regulatory reporting
• IT consultants who want to offer Basel II services
• Auditors who will review the implementation of Basel II
• People in the Financial Services Industry who want to be aware of Basel II

People with exposure to systems on Credit Risk Management and General Banking Operations will help in better understanding.

Course Outline
The course contents will be as follows:

Basel Accord Overview
This session will cover an overview of the accord across the three pillars and list out the challenges and opportunities in Basel II. It will also cover some aspects relating to Quantitative Impact Survey. It will compare the Basel II requirements with Basel I reporting.

Credit Risk
This will cover the credit risk and its three options. It will cover the issues relating home-host and GAAP differences. It will cover examples from wholesale, retail and SME to understand the concepts of Basel II

Market and Operations Risk
This session will cover Market Risk for completeness though there is no change from Basel I. It will also cover the various options under Operations Risk and the rationale for this new risk category.

Technology Architecture
Based on the challenges, this session will outline a few technology architectures that can be used by Financial Institutions for implementation of Basel II. Each organization will then evaluate all the options and then choose an appropriate architecture.

Events