29th & 30th June 2016, London

Course Highlights

This is a multi-tutor course format aiming to address the various challenges companies and employees are facing during the implementation of CRD IV across their business. Attendees will leave the course with new knowledge on capital and the various calculations based on your firm, as well as looking at some of the risk areas CRD impacts. Highlights will include: 

  • Capital
  • Capital buffers and how they are all calculated
  • Risk Weighted Assets
  • How to reduce Leverage
  • CRD IV’s impact on Liquidity and a focus on LCR & NSFR
  • How Counterparty Credit Risk is affected by CRD IV
  • The various reporting requirements introduced via COREP and FINREP
  • What a corporate governance framework looks like in an ideal world

Click here to download 'BCBS Standardised Approach'
Click here to download 'EBA SREP Guidelines'
Click here to download 'MREL Consultations' 

About the Course

The Capital Requirements Directive IV and Capital Requirements Regulation (CRD IV & CRR) are legislations which became applicable from January 1st 2014, seeking to fully implement Basel III by 2019. As a result, regulatory and capital personnel within financial institutes are working vigorously to improve their company’s capital allocation.

Through CRD IV & CRR, Basel is hoping to be able to implement the Single rulebook which will bring clarification and unanimity throughout Europe and increase capital to protect against times of volatility. Further changes include new rules on corporate governance; including remuneration and an introduction of standardised EU regulatory reporting.

The whole of the first day will look into the capital aspect of CRD & CRR, acting as a benchmark for a sound capital framework; taking a close look at capital and the various capital buffers which have been introduced as a result. The remaining sessions on Day 1 will look at Risk Weighted Assets and finally, how to reduce Leverage by effectively minimalising balance sheet risks.

Day 2 will begin by delving into CRD’s impact on Liquidity and Counterparty Credit Risk, giving delegates insight into areas where they may not cover in day-to-day activities but must understand under the scope of CRD and CRR. The final two sessions will then look at Reporting Requirements and a Corporate Governance Framework. 

Risk is delighted to announce the new one day course CRD IV & CRR taking place on the 29-30th June in London.


Learning Outcomes

By the end of the two days, delegates will have a new or improved knowledge of:

  • How CRD IV has impacted on capital for your company and examine the Capital Adequacy Requirements
  • Understand the different capital buffers and how each one is applied and calculated as well as a look into MREL
  • Learn about how to calculate the minimum requirement for Tier 1 capital and CET1 in regard to Risk Weighted Assets
  • Finding a way to reduce leverage through ALM management and minimalising balance sheet risk
  • In depth look into LCR & NSFR in regard to CRD IV and a study into the relationship between capital and liquidity
  • How Counterparty Credit Risk is affected by the changes
  • What the different reporting requirements are via COREP and FINREP and a look into the dreaded data management issue
  • What a sound corporate governance framework looks like through new transparency and remuneration rules 
Risk Calendar Q3
2016 Q2 Calendar
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