Basel II/III

Awareness Workshop
for Senior Management
Introduction
The Central Bank of Nigeria (CBN) has issued the guidance notes on Regulatory Capital
Measurement and Management for the Nigerian Banking System (Basel II Compliance).
Accordingly, all banks and banking groups are expected to adopt the basic approaches
for the computation of capital requirements for credit risk, market risk and operational risk.
Objective
This workshop aims to create awareness of the Basel II/III compliance regulations and to
equip the main decision-makers in banks and banking groups with the necessary Basel
II/III knowledge for them to drive their respective institutions to Basel II Compliance. The
workshop will assist your strategy team to have one version of the truth as far as Risk
Management and Basel II/III compliance is concerned
Who should attend?
Risk management, nance, audit and compliance staff and management involved in
developing or reviewing approaches to risk management, capital management, risk
adjusted performance measures
Training Methodology
Ideally, you must bring your own laptop with Microsoft Excel. The training course will
be interactive in nature, proactive, pragmatic, action-based, non-theoretical and non-
academic. Wide discussions on the complete Basel II implementation will be done. A
package of detailed notes will also be handed out.
Workshop Agenda/Content
Overview of Basel II/III
Central Bank of Nigeria (CBN)s guidance on Regulatory
Capital Measurement & Mgt for the Nigerian Banking System
The Basel II/III Compliance Audit Sheet
On Credit Risk
o Models, Approaches and Policy Documents
o Necessary Units
On Market Risk
o Models, Approaches and Policy Documents
o Necessary Units
On Operational Risk
o Models, Approaches and Policy Documents
o Bank-wide Expected Loss (EL)
Risk Weighted Assets (Credit, Market, OR, and global)
Bank Capital Adequacy Ratio (CAR)
Internal Capital Adequacy Assessment Process (ICAAP)
The different units working together
About the Trainer
DR Victor Gumbo
Victor holds a PhD in (OR) Financial Modeling, MSc in Mathematics of
Finance, Honors in Mathematics and a BSc Mathematics, Professional
Certicate in Financial Modeling (New York Inst. of Finance) and is
a Certied Basel II Professional. Victors distinguished expertise
lies in the following areas Credit & Market Risk Modeling, Basel
II & Solvency II (Banking sector, Insurance sector & Other lending
corporates), Revenue Forecasting & Modeling (Revenue Authorities
&Local Government Municipalities) and project/enterprise valuation
using state-of-the art methodologies. His training has beneted many
professionals in the banking, tax and the real projects industries within
SADC and beyond.
He has worked in various universities, private consultancy and in the
banking industry, basically building different types of models. He
does research, training and consultancy in many spheres of nancial
mathematics including capital budgeting, interest rate modeling, risk
analysis, portfolio theory and derivative option pricing. He is currently
involved in major Basel II/III implementation projects around SADC
and East Africa He is a partner of the well-known California-based-
company, Real Options Valuation Inc. headed by Dr Jonathan Mun
(www.realoptionsvaluation.com).
Contact Details:
Ofce: +234 809 295 0000 | Mobile: +234 80 9179 9577 | Mobile: +234 81 0323 1613
Email: info@avantgardenig.com | www.avantgardenig.com
Ofce Address: Pro Space Center, 18A Olu Holloway (formerly Temple) Road, Ikoyi, Lagos, Nigeria
1-Day Workshop
Our Partners:
Areas of Expertise in Risk Modelling
Internal Probability of Default Modelling (Retail, SMEs,
Corporate)
Internal Credit Rating Modelling (Retail, SMEs, Corporate)
Loss Given Default (LGD)(Retail, SMEs, Corporate)
Exposure at Default (EAD)(Retail, SMEs, Corporate)
Market Risk Simulator modelling (VaR Simulator)
Operational Risk Charge (Capital) Modelling
Portfolio & Bank-wide Expected Loss Modelling
Capital Allocation (Provisioning) Model (for Regulatory
Capital & Economic Capital)
Risk Weighted Assets Calculator
Tier 1 & 2 Capital/Ratio Calculator
Internal Capital Adequacy Assessment Process (ICAAP)
Prole Summary
AvantGarde Systems & Solutions Nigeria Ltd
After many years of successful Treasury, Risk Management consulting and SAP End to End
implementations in Africa and the USA , the founders of AvantGarde Systems and Solutions Ltd saw an
opportunity create a local consulting and Technological company in West Africa with fresh approach
and tested delivery models. AvantGarde Systems and Solutions is the child-company of CTS Pty Ltd in
South Africa and Gabod Consulting Group LLC in USA.

Our differentiators:
The experience we bring from work in the rest of Africa and the USA,
availability of in-house SAP skills,
encouraging entrepreneurial air (but with accountability),
development of local talent through training and mentorship and a drive for innovation.
Our Solutions Include
Basel II/III Awareness Workshops and Training for Senior
Management
Basel Diagnostic audit, reviews and gap analysis
Quantitative Impact Analysis
Development/Validation of Internal Rating Models and Overall Risk Management Framework
IT System-Implementation and systems integration
Market Risk Modeling & Implementation
Operational Risk Modeling & Implementation
Scorecards Modeling & Implementation
Other Available Training
Fundamentals of Corporate Treasury Management for Non-Treasury Managers (2 Days)
Global Treasury Management Controlling your Cash and Risk (3 days)
Bank Treasury Best Practices (4 Days)
Basel II / III Retail Credit Risk Modeling (3 days)
Tax Revenue Forecasting, Modelling and Revenue Analysis (3 Days)
SAP Treasury and Risk Management (5 Days)
SAP Cash Management (2 Days)
AvantGarde Systems & Solutions
www.avantgardenig.com
S y s t e m s & S o l u t i o n s
N i g e r i a L i m i t e d