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Credit Risk under the Basel Framework Course

Credit Risk under the Basel Framework Course
4 to 360 hours flexible workload
valid certificate in your country

What will I learn?

This course provides a practical understanding of Basel capital requirements, regulatory buffers, and the Standardised Approach for credit risk. Participants will calculate RWAs, apply risk weights and CCFs, map portfolios on simplified balance sheets, build stress tests, assess solvency effects, and develop risk mitigation strategies adapted to Australian banking conditions.

Elevify advantages

Develop skills

  • Compute Basel capital metrics including CET1, Tier 1, and Total ratios confidently.
  • Apply CCFs, risk weights, and aggregations for RWA under the Standardised Approach efficiently.
  • Map credit portfolios and construct simplified bank balance sheets with real data.
  • Conduct stress testing for credit risk, modelling downgrades, NPLs, and capital impacts.
  • Develop capital action plans linking Basel outcomes to risk and capital strategies.

Suggested summary

Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.
Workload: between 4 and 360 hours

What our students say

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SilviaNurse
Great course. Lots of valuable information.
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