Introduction to Capital and Pricing

Course code : TF 101-17

This course provides an introduction to the Basel III rules on Capital Adequacy and explains how Credit Risk and Liquidity Risk is measured. Upon completion, you will have developed a good foundational understanding of:

  • The Standardised and IRB approaches to calculation of regulatory capital
  • The difference between Capital and Risk-weighted-assets (RWA)
  • Differences between Regulatory Capital and Economic Capital
  • Pricing of Trade Products from a Regulatory Capital and RWA perspective
  • The regulatory liquidity management framework
  • Pricing Trade Products from a Liquidity management framework perspective
Number of teaching lessons : 8 Modules Duration : 3 hours
Level : 1 Language: English
Credit category : 3

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.

This eLearning course is part of the Global Trade Certificate (GTC) and includes a self-assessment tool to help you prepare for the final examination of the GTC.

However, please note you will only be able to take the final exam and recieve the certificate if you purchase the full Global Trade Certficate course. You will not be able to take the exam if you make multiple, separate purchases of individual courses that together make up the GTC.

The pass grade for the GTC exam is set at 70%.

Module 1 Standardised Approach (Qualifying Capital, Risk weighted assets (RWA)

Module 2 The Internal Ratings Based (IRB) Approach

Module 3 Calculation of Capital

Module 4 Calculation of Risk Weighted Assets (RWAs)

Module 5 Economic Capital (Differences between regulatory and economic capital risk parameters)

Module 6 Liquidity and its Impact on Pricing

Module 7 Pricing of Trade Finance Products

Module 8 Assessment

Head of Capital Optimization and Pricing, HSBC Bank

A Banking and Risk Management Professional with over 25 years of experience in the banking and financial services industry. Areas of expertise include: corporate and commercial banking, risk management, securitisation and the evolving regulatory landscape combined with extensive international experience across the UK, India and Middle East.

Started career with Hong Kong Bank as a Management Trainee and did a variety of jobs spanning operations, corporate banking, risk management and training. Joined Fitch in 2001 as Senior Director responsible for rating a portfolio of 40+ banks and NBFIs within the Emerging Markets sector. Promoted to MD of Fitch’s Special

During a ten year career at Fitch published a number of papers on Basel II and III. Joined HSBC Global trade finance in June 2012, to manage the Global Trade and Receivable Finance portfolio from a Capital and Returns perspective and provide Though Leadership on Regulatory and Trade issues for the bank at industry forums. Appointed Senior Technical Advisor to the ICC-Trade Register report in 2014, to provide guidance on regulatory capital methodology and measurement issues.


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