Agenda
Event Agenda
Day 1
Tuesday 4th December 2018
Day one delivered by Patricia White, Independent Consultant and author, mentor and tutor for ALMA's Certificate in Bank ALM (CertBALM) qualification.
08:30 |
Registration and refreshments |
|
09:00 |
Capital requirements under CRD IV, reporting requirements and governance
|
|
10:30 |
Morning break |
|
11:00 |
Capital buffers and balance sheet resolution
|
|
12:30 |
Lunch |
|
13:30 |
Liquidity and leverage requirements
|
|
15:00 |
Afternoon break |
|
15:30 |
Interest rate risk in the banking book
Looking forward to Basel IV
|
|
17:00 |
End of day one |
Day 2
Wednesday 5th December 2018
Day two delivered by Andrea Schnoz (PwC), Colin Lawrence (Lawrence Risk and Finanial), Rod Hardcastle (Deloitte) and Oivind Andresen (BDO UK LLP).
08:30 |
Refreshments |
|
09:00 |
FRTB and CRR 2 / CRD V
Led by speaker, Andrea Schnoz (PwC) |
|
10:30 |
Morning break |
|
11:00 |
Stress testing capital
Led by speaker, Colin Lawrence (Lawrence Risk and Financial) |
|
12:00 |
Basel IV - A credit models perspective
Led by speaker, Rod Hardcastle (Deloitte) |
|
13:00 |
Lunch |
|
14:00 |
Operational risk capital modelling under CRD IV
Led by speaker, Colin Lawrence (Lawrence Risk and Financial) |
|
15:00 |
Afternoon break |
|
15:30 |
Counterparty credit risk
Led by speaker, Oivind Andresen (BDO UK LLP) |
|
16:30 |
End of course |