Basel III/IV Implementation and Capital Adequacy

The **Basel Accords** represent the cornerstone of international banking regulation, setting global standards for capital adequacy, leverage, and liquidity. This in-depth course provides a comprehensive and practical analysis of the **Basel III** framework and its finalization through **Basel IV**. Participants will gain expertise in calculating risk-weighted assets (RWA) across credit, market, and operational risk, explore the nuances of capital definitions, and understand the critical role of capital buffers. The focus is on the practical challenges of implementation, compliance, and the strategic implications of these rules for bank business models and capital planning.