| Sn | Topics |
| Building Blocks | |
| 01 | Understanding RWA and capital requirements in bank |
| 02 | ICAAP Walkthrough |
| 03 | Interest rate and Liquidity dynamics |
| 04 | Understanding Banks Balance sheet - Deposits, Loans, Borrowings and Investments |
| 05 | Introduction to Value at Risk |
| 06 | Introduction to Regression and Time Series concepts |
| 07 | Introduction to Simulations |
| 08 | Understanding Bonds duration concept |
| ICAAP (Internal Capital Adequacy Assessment Program) | |
| 01 | Pillar 2 Stress Testing Stress testing for Credit risk Stress testing for Market risk Stress testing for Credit Risk Stess testing for Liquidity Risk Impact of Stress scenarios on CAR and Liquidity ratios |
| 02 | Risks not captured in PIllar 1 1. Interest rate Risk in Banking Book (IRRBB) Preparing Traditional Gap analysis report Behavioural analysis for CASA, Term deposits renewals and withdrawals, Prepayments on loans etc Understanding IRRBB - NII and EVE analysis (Repricing risk, Yield curve risk, Basis Risk, Options Risk) IRRBB stress 2. Concentration Risk PRA and Spanish guidelines HHI and GA approach 3. Building Scorecards Reputational Risk Strategic Risk Cyber Risk Compliance Risk Model Risk 4. Climate Risk |
| Pillar 1 Minimum Capital Requirements | |
| 01 | Credit Risk capital using Standardised Approach, FIRB, AIRB Market risk capital using Standardised duration approach and internal models and basic idea of FRTB Operational Risk Capital Charge using BIA, SA, AMA and SMA Basel III to Basel IV reforms Economic vs Regulatory Capital ( Residual Risk for ICAAP) |
| Liquidity Risk Management | |
| 01 | ALM Evolution and Challenges |
| 02 | Preparing Structural Liquidity Statements and dynamic liquidity statements |
| 03 | Comparing Liquidity Gaps with Limits |
| 04 | Liquidity Coverage ratio |
| 05 | Net Stable Funding ratio |
| 06 | Leverage ratio |
| 07 | Liquidity Risk Stress testing |
| 08 | FTP as a tool for asset liability management |
| 09 | FTP Methods - Single Spilt Pool and Matched Maturity Methods, components of FTP |
| 10 | Liquidity Transfer Pricing |
| 11 | Incorporating FTP into RAROC |
| 12 | ILAAP report |
