Agenda

Agenda

Training Agenda

Foundations: new dynamics in the global regulatory reform

11:0012:00

Implementing Basel standards: practices, challenges and dilemmas

09:30 - 11:00

  • State of the art of the Basel standards

  • Overview of the latest revisions to the approaches for credit risk, market risk and operational risk

  • Implementation and potential impact on banks’ risk-weighted assets and capital

  • Discussion: what are the implications of the Basel standards in the delegates’ home jurisdictions?

12:0012:15

Break

11:00 - 11:30

12:1513:15

Capital requirements in focus: finalizing the new credit risk, operational risk and leverage ratio frameworks

11:30 - 13:00

  • Evolution of the capital requirements

  • Implications for the credit risk, operational risk and leverage ratio frameworks

  • Impact of IFRS 9 on the calculation of capital requirements  

  • Case study: easing of capital requirements in response to the Covid-19 situation

13:1513:30

Break

13:00 - 14:00

13:3014:30

LCR and NSFR: how to make the most effective use of the liquidity metrics and instruments

14:00 - 15:30

  • Evolution of the Liquidity Coverage and the Net Stable Funding ratios

  • Applications in systemic risk and macro-prudential analysis

  • Overview of priority areas for 2020 and 2021

New frontiers: advances in regulation and supervision

11:0012:00

Coordinating regulatory and supervisory policies

11:00 - 12:00

  • Tips for effective coordination and calibration of regulatory and supervisory policy 

  • Implications for institutional arrangements and organisation 

  • Examples of mechanisms for a continuous exchange of information for conflict resolution 

  • Case study: financial supervision and regulation in the euro area 

12:0012:15

Break

11:00 - 11:30

12:1513:15

Core elements of successful stress testing framework

11:30 - 13:00

  • Evolving role of systemic stress testing in financial stability

  • Key features of effective stress testing models and frameworks

  • Opportunities and challenges of disruptive technological innovation

  • Case studies of stress testing of the banking system in the delegates’ jurisdictions

13:1513:30

Core elements of successful stress testing framework

11:30 - 13:00

  • Evolving role of systemic stress testing in financial stability

  • Key features of effective stress testing models and frameworks

  • Opportunities and challenges of disruptive technological innovation

  • Case studies of stress testing of the banking system in the delegates’ jurisdictions

13:3014:30

Towards Basel IV?

16:00 - 17:00

  • Summary of the training course

  • Discussion of the observed trends and case studies

  • Application of learning points in the delegates’ home organisations

  • Preparation of action points