Part of the Global Trade Certificate (GTC)

Introduction to Capital and Pricing - eCourse

Get a core understanding of regulatory capital - including Basel III - as well as standard industry tactics and factors involved in capital calculation, such as capital adequacy

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LEARNING OBJECTIVES

By the end of this eCourse you will be able to:

Explain how credit risk is identified and measured under the "standardised approach".

Price trade finance products and transactions in relation to risk weights and capital.

Explain the meaning behind the term asset value correlation.

Explain the estimation of probability of default (PD), and the concepts of loss given default (LGD) and exposure at default (EAD).

Explore the concept of liquidity transfer pricing (LTP).

Describe how to calculate risk weights and capital charges for trade finance products.

Explain the two dimensional risk rating system.

Explore the basic building blocks of the internal ratings based (IRB) approach and the two sub-methods involved.

Describe maturity and how it differs from the actual underlying tenor of transaction.

Complete a series of trade finance product examples to explain various calculations.

COURSE STRUCTURE & CURRICULUM

Access period

12 months

Duration

3 hours

Credits/CPDs

3 points

Parent Certificate

GTC

Lessons

Language

English

Lesson 1: Introduction

Lesson 2: The IRB approach

Lesson 3: Calculation of Capital

Lesson 4: Economic Capital and Pricing

Lesson 5: Assessment

Who should take this course?

General practitioners working in banks, corporates, or financial institutions in functions such as relationship management, credit and compliance, but with an interest in trade finance.

COURSE AUTHOR

Krishnan Ramadurai

Head of Capital Management, HSBC Commercial Banking

Mr Ramadurai has a wealth of experience in banking and risk management and almost 20 years’ of senior leadership experience delivering industry leading results. He has worked in a variety of locations across the globe for HSBC Bank and Fitch Ratings, and has extensive experience in global roles in trade finance, general banking, credit, operational & market risk; with an expert knowledge of Basel II, III, capital requirements regulations and regulatory frameworks.