Description

In partnership with Drive Innovation Insights The 2008 financial crisis saw several banks falter and highlighted a lack of rigor in the management of liquidity and solvency. Basel III is the Basel Committee's response to this loss of confidence in the solvency of banks, notably with the introduction of new liquidity ratios: LCR which entered into force in October 2015 and NSFR, the implementation of which is planned. for 2018. New requirements are added to the prudential framework such as the BRR directive on the recovery of banks and the resolution of their failure. This summary training will allow you to integrate the essential methods of measuring risks according to the Basel standards, calculating and analyzing equity and taking stock of your next key deadlines.

Who is this training for ?

For whom ?

Operational manager and collaborator wishing to know the texts or involved in the implementation of Basel II/III and the new prudential requirements such as BCBS 362 or FRTB.

Prerequisites

Training objectives

Identify the issues of the Basel agreements, their consequences on banking activities and on the capital markets.

Take stock of the Basel III calendar and the next deadlines between now and 2019.

Optimize your regulatory reporting.

Decrypt the connections between CRD IV, Basel III, the CRR regulation and the BRR directive.

Training program

• Return to the context of Basel II and its objectives
  • Identify the issues of Basel II.
  • A standard of rules used by national regulators.
  • Take operational risks into account.
  • The single MSU supervision mechanism.
  • The latest prudential regulatory developments: BRR directive and TLAC and MREL ratios.
  • Measuring risks to make fund allocation more efficient clean.
• Master the operation and the Basel II method
  • The pillar: the principle of the capital requirement.
  • The pillar: prudential supervision of capital management.
  • The pillar: the implementation of market discipline and transparency.
  • Implement global stress scenarios.
• 123Integrate the new Basel III, CRD IV and CRR system
  • The timetable, key deadlines and issues of Basel III in terms of risk management.
  • The calibration of capital.
  • The ratios on leverage.
  • Solvency and liquidity ratios: focus on the LCR; the NSFR applicable by 0.
  • The connections between CRD IV, Basel III and the CRR regulation.
• 218Measuring the impacts of Basel III on your organization
  • Liquidity ratios.
  • The concept of liquid assets.
  • Adopt efficient reporting tools: method of calculating LCR and NSFR.
  • Strengthening the liquidity cushion: EHQLA and HQLA assets.
  • FINREP / COREP reporting.
• Anticipate the impact of regulations on the activity Methods applicable to identify risks.

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