From Basel III to Basel IV / CRD V: What’s Next for Banks

Register Now

22 Mar 2018 London

Early Bird Offer until 31 Jan £775 + VAT. Regular price £950 + VAT. Group discount: 10% discount for 3 people.

Course Description

Implications for European Banks
 
This 1-day course provides a thorough understanding of regulatory requirements, i.e. Basel III, its adoption into European Laws – Capital Requirements Regulation (CRR), Capital Requirements Directive IV (CRD IV) and recent EU banking reform proposals – its implications for financial institutions and how best practice institutions should manage their risks and optimize constrains, i.e. capital and liquidity, in order to achieve corporate goals and ensure sustainability. 

Taught by a former senior banker the course covers the most important issues of the regulatory landscape to help financial executives and other interested professionals absorb complex material in a clear and concise way. 

You may be also interested in the following courses: 

  • EMIR - 23 Mar 2018, London
  • MiFID - 21 Mar 2018, London

Register for any 2 programmes and save £100 (in total, not per course) 

What Will You Learn

By the end of this course you will:

  • Gain a better understanding of stakeholders (regulators, shareholders) requirements following the financial crisis
  • Understand the key elements of the Basel III/CRD reforms and its impact and challenges
  • Recognise how to set up efficient internal capital and liquidity adequacy assessment processes (ICAAP and ILAAP)
  • Understand recovery and resolution
  • Be aware of upcoming regulatory changes and related implications for banks
  • Assess gaps in your institution

 

Main Topics Covered During This Training

  • Key Risk & Performance Indicators under CRD IV
  • Capital and Liquidity Planning (ICAAP and ILAAP)
  • Information that is common to ICAAP and ILAAP
  • ICAAP and ILAAP specific information
  • Bank Recovery and Resolution Directive (BRRD) in the EU 
  • From Basel III to Basel IV & CRD V

Who Should Attend

The course will benefit executives / professionals in financial services firms, particularly in the following functions:

  • Business Managers
  • Risk Management
  • Internal Control
  • Finance
  • Treasury, Balance Sheet Management
  • Governance and Compliance
  • Audit
  • Investor Relations
Register Now

22 Mar 2018 London

Early Bird Offer until 31 Jan £775 + VAT. Regular price £950 + VAT. Group discount: 10% discount for 3 people.

From Basel III to Basel IV / CRD V: What’s Next for Banks. Implications for Eurepean Banks 

Introduction - Background and Scope

 
Key Risk & Performance Indicators under CRD IV
 
  • Key risk indicators among a sample of banks across the EU

           - Solvency, capital ratios

           - Credit risk and asset quality

           - Profitability

           - Balance sheet structure and liquidity

  • Overview of the main risks and vulnerabilities in the EU banking sector
 
Capital and Liquidity Planning (ICAAP and ILAAP)
 
  • Information that is common to ICAAP and ILAAP
            - Principles
 
            - Governance / enterprise risk management framework
 
            - Risk appetite framework / statement
 
            - Stress testing framework
  • ICAAP-specific information
           - ICAAP framework
           - Risk measurement, assessment and aggregation
           - Internal capital and capital allocation
           - Capital planning
           - Stress testing in ICAAP
  • ILAAP-specific information

            - Liquidity and funding risk management framework

            - Funding profile and strategy

            - Strategy regarding liquidity buffers and collateral management

            - Cost-benefit allocation mechanism

            - Intraday liquidity risk management

            - Liquidity stress testing

            - Supporting issues

 
Bank Recovery and Resolution Directive (BRRD) in the EU 
 
  • Background and rationale
  • Recovery planning and early interventions
  • Resolution planning
  • Resolution tools
  • Total loss absorbing capital (TLAC)
  • Impact
 
From Basel III to Basel IV —> CRD V 
 
Key subjects
  • IRB RWA floor
  • Revised credit risk standardized approach
  • Removal IRB for low default portfolios
  • IFRS 9
  • Fundamental review of the trading book
  • Interest rate risk in the banking book
  • Securitization
  • Risk weights for sovereigns
  • Impact on European institutions
  • Levers to address key challenges
  • Likely winners and losers
 
Final Remarks
 
End of Day / Program
 

Peter is the author of the book “Banking Pillars – How Banks of all Sizes Can Achieve Excellence under Basel III”, published by The Risk Management Association (RMA).

In his more than 25 years in the financial services industry, he has acted in various risk management capacities in both strategic and operative functions. His core area of work and experience is financial risk management and banking regulation.
The former Deputy Chief Risk Officer has been working as a consultant since 2010, and has trained financial services executives in a variety of banking/risk/regulation subjects in more than 30 countries, including Bahrain, Qatar, Saudi Arabia and UAE. His core expertise is Basel III, CRD IV, Dodd-Frank Act.
 
Peter is a faculty member of Pacific Coast Banking School, in partnership with the Graduate School Business at the University of Washington, in Seattle WA. In the United Kingdom, he is Honorary Senior Visiting Fellow in the Faculty of Finance at Sir John Cass Business School, City University London.
From Basel III to Basel IV / CRD V: What’s Next for Banks <div>Implications for European Banks</div> <div>&nbsp;</div> <div>This 1-day course provides a thorough understanding of regulatory requirements, i.e. Basel III, its adoption into European Laws &ndash; Capital Requirements Regulation (CRR), Capital Requirements Directive IV (CRD IV) and recent EU banking reform proposals &ndash; its implications for financial institutions and how best practice ins ... 1521676800 London