Capital Requirements: CRD IV to CRD V and Basel IV, Frankfurt

Learn about the requirements for capital planning, operational risk capital modelling and counterparty credit risk under the CRD IV regulation and what CRD V means for FRTB and stress testing.

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Capital Requirements: CRD IV to CRD V and Basel IV

Frankfurt, 26-27 June 2019

View agenda here  Pricing and Registration

 

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. The course will consider and may be updated when the CRD V expectations are finalised later this year.

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What Will You Learn?
  • 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
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Who Should Attend?

Relevant departments may include but are not limited to:

  • Regulation
  • Treasury
  • Liquidity risk
  • Market risk
  • Capital planning
  • Operational risk
  • Counterparty credit risk
  • Stress testing
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Sessions Include
  • Capital buffers and resolution requirements
  • Liquidity and leverage requirements
  • Interest rate risk in the banking book
  • Looking forward to Basel IV
  • FRTB and CRR 2 / CRD V
  • Stress testing capital
  • Basel IV - A credit models perspective 
  • Operational risk capital modelling under CRD IV 
  • Counterparty credit risk