Strengthen your understanding of Basel III regulations and learn how to analyze, evaluate, and apply global banking standards within US and UK banking systems. This course provides a structured exploration of the Basel III framework, covering capital adequacy, risk-weighted assets (RWA), credit risk, market risk, operational risk, leverage requirements, and liquidity standards.

You will examine key regulatory concepts, including Value at Risk (VaR), the Fundamental Review of the Trading Book (FRTB), the Liquidity Coverage Ratio (LCR), the Net Stable Funding Ratio (NSFR), and the regulatory treatment of Systemically Important Financial Institutions (SIFIs). Through practical lessons, quizzes, and assessments, you will learn to calculate capital requirements, interpret regulatory metrics, evaluate risk management practices, and assess implementation challenges across different market conditions. Designed for learners interested in banking regulation, risk management, and financial compliance, this course emphasizes the application of Basel III principles to real-world banking scenarios in the US and UK markets. By the end of the course, you will be able to interpret regulatory requirements, analyze capital and liquidity standards, evaluate risk frameworks, and propose strategies to address Basel III implementation challenges while supporting stronger banking resilience.