This training course is designed to help financial institutions get to grips with capital requirements while taking a look at what the future might look like with CRD V and Basel IV.
By the end of the two day training delegates will have new or improved knowledge of:
Different capital buffers and how each one is applied and calculated
How banks can stay competitive with large capital requirements
The market and operational implications of full CRD IV implementation
What Basel IV will look like in the future
How CRD IV affects counterparty credit risk
How to stress test capital and the relationship of capital adequacy in crisis scenarios
Who Should Attend
This course is primarily aimed at those working in capital, liquidity and counterparty credit risk roles however Risk welcomes anyone who would benefit from this training. Specific job titles may include but are not limited to:
Head of Risk control
Enterprise Risk Manager
Treasury Risk Manager
Liquidity Risk Manager/ analyst
Capital Risk Manager
Risk Officers/ Analyst
Head of Regulation
Compliance Manager
Counterparty Credit Risk
Stress Testing Manager
Operational Risk Manager
Market Risk
Course Highlights
Consideration of TLAC requirements, capital requirements and capital buffers
How to reduce leverage and make the business more resilient
How counterparty credit risk is affected by CRD IV
FRTB in relation to CRD IV and how it is affected by operational and market risk
Considering capital adequacy and stress testing capital
Understanding the proposals of CRD V & CRR II
Looking forward to Basel IV
This training course is designed to help financial institutions get to grips with capital requirements while taking a look at what the future might look like with CRD V and Basel IV.
Day one will be led by Patricia White, an independent consultant and author, mentor and tutor for ALMA’s certificate in Bank ALM Qualification. The day will start with an in-depth presentation covering the capital requirements of CRD IV and the use of the capital buffers. Further sessions will include topics such as; liquidity coverage ratio and how to meet the requirements and liquidity stress testing. Day one will finish with a session on IRRBB and a discussion on Basel IV requirements.
Day two will provide participants with a comprehensive look at operational risk capital modelling under CRD IV and counterparty credit risk. The second half of the day will provide understanding of stress testing capital and insight in to what FRTB looks like under CRD IV.
Very dynamic. Nice to have various different speakers. Very good to have full-time presence from Infopro logistic staff. Speakers were all very technical and worthwhile.
European Central Bank
Knowledgeable speakers and thoughtful presentations.
Accenture
I found the venue, presenters, topics and content very good and delivered what I hoped.
