Agenda
Agenda
Training Agenda
Foundations: new dynamics in the global regulatory reform
11:00 – 12:00
Implementing Basel standards: practices, challenges and dilemmas
09:30 - 11:00
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State of the art of the Basel standards
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Overview of the latest revisions to the approaches for credit risk, market risk and operational risk
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Implementation and potential impact on banks’ risk-weighted assets and capital
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Discussion: what are the implications of the Basel standards in the delegates’ home jurisdictions?
12:00 – 12:15
Break
11:00 - 11:30
12:15 – 13:15
Capital requirements in focus: finalizing the new credit risk, operational risk and leverage ratio frameworks
11:30 - 13:00
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Evolution of the capital requirements
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Implications for the credit risk, operational risk and leverage ratio frameworks
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Impact of IFRS 9 on the calculation of capital requirements
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Case study: easing of capital requirements in response to the Covid-19 situation
13:15 – 13:30
Break
13:00 - 14:00
13:30 – 14:30
LCR and NSFR: how to make the most effective use of the liquidity metrics and instruments
14:00 - 15:30
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Evolution of the Liquidity Coverage and the Net Stable Funding ratios
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Applications in systemic risk and macro-prudential analysis
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Overview of priority areas for 2020 and 2021
New frontiers: advances in regulation and supervision
11:00 – 12:00
Coordinating regulatory and supervisory policies
11:00 - 12:00
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Tips for effective coordination and calibration of regulatory and supervisory policy
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Implications for institutional arrangements and organisation
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Examples of mechanisms for a continuous exchange of information for conflict resolution
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Case study: financial supervision and regulation in the euro area
12:00 – 12:15
Break
11:00 - 11:30
12:15 – 13:15
Core elements of successful stress testing framework
11:30 - 13:00
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Evolving role of systemic stress testing in financial stability
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Key features of effective stress testing models and frameworks
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Opportunities and challenges of disruptive technological innovation
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Case studies of stress testing of the banking system in the delegates’ jurisdictions
13:15 – 13:30
Core elements of successful stress testing framework
11:30 - 13:00
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Evolving role of systemic stress testing in financial stability
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Key features of effective stress testing models and frameworks
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Opportunities and challenges of disruptive technological innovation
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Case studies of stress testing of the banking system in the delegates’ jurisdictions
13:30 – 14:30
Towards Basel IV?
16:00 - 17:00
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Summary of the training course
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Discussion of the observed trends and case studies
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Application of learning points in the delegates’ home organisations
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Preparation of action points