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A I-II-III Basel Comparison Including the Effects of Basel III on Community Banks
Webinar
10 AM CT
Presenter: James Glueck
Duration: 1 hour
Price: $249 / $199 (for Affiliation Members)
The recent financial crisis has underscored dramatically the importance of robust capital adequacy assessment and planning- banks with stronger capital positions are less likely to fail under extreme market conditions. The recently announced Basel III reforms for capital, liquidity, and leverage are clearly an outcome of this world-wide concern.
In this webinar, we will discuss the capital and liquidity management implications of Basel III for community banks, and you will learn what the differences are among Basel I, II, and III as illustrated by a case study. We’ll show you a comparative calculation of capital levels and risk-weighted assets under all three approaches, and we’ll assess risk- based capital against accounting-based measures of book capital.
You’ll also learn:
- How banks can position themselves best given Basel III requirements that place further pressure on operating performance in an already difficult market and economic environment for community banks
- The key differences among Basel I, II, and III regulatory capital frameworks
- The liquidity management implications of the Basel III reforms and the balance sheet management strategies you should consider implementing to minimize the negative earnings impact of the Basel reforms
- Why stress testing and what-if analysis are critical
- How risk-based capital (RBC) aligns with and differs from economic capital (EC)
- What drives implicit probability of default (PD) and loss given default (LGD) estimates for credit risk
BIO: James L. Glueck, CFA
James specializes in asset liability management, ALCO, interest rate risk measurement and mitigation, funds and liquidity management, margin management, balance sheet planning, and regulatory compliance. In addition, James has specialized experience in applying Basel II approaches to measure credit, market and operational risk as well as assessing the adequacy of risk-based capital requirements.
James has more than 12 years of experience incorporating a wide-ranging internal and external consultative focus while working with a variety of financial institutions. James has directed the ALM and liquidity management functions for a number of larger and smaller commercial and retail banking organizations.
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