Latest Developments in Capital Requirements London

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.

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Capital Requirements:

CRD IV to CRDV and Basel IV
20 & 21 June 2018, London

View Full Agenda Pricing and Registration

Learning Objectives

By the end of the two day training delegates will have new or improved knowledge of:

  • 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
Who Should Attend?

This course is primarily aimed at those working in capital, liquidity and counterparty credit risk roles however Risk welcomes anyone who would benefit from this training. Specific job titles may include but are not limited to: 

  • Head of Risk control
  • Enterprise Risk Manager
  • Treasury Risk Manager
  • Liquidity Risk Manager/ analyst
  • Capital Risk Manager
  • Risk Officers/ Analyst
  • Head of Regulation 
  • Compliance Manager
  • Counterparty Credit Risk
  • Stress Testing Manager
  • Operational Risk Manager
  • Market Risk 
Course Highlights
  • Consideration of TLAC requirements, capital requirements and capital buffers
  • How to reduce leverage and make the business more resilient
  • How counterparty credit risk is affected by CRD IV
  • FRTB in relation to CRD IV and how it is affected by operational and market risk
  • Considering capital adequacy and stress testing capital 
  • Understanding the proposals of CRD V & CRR II
  • Looking forward to Basel IV

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.


Day one will be led by Patricia White, an independent consultant and author, mentor and tutor for ALMA’s certificate in Bank ALM Qualification. The day will start with an in-depth presentation covering the capital requirements of CRD IV and the use of the capital buffers. Further sessions will include topics such as; liquidity coverage ratio and how to meet the requirements and liquidity stress testing. Day one will finish with a session on IRRBB and a discussion on Basel IV requirements. 


Day two will provide participants with a comprehensive look at operational risk capital modelling under CRD IV and counterparty credit risk.  The second half of the day will provide understanding of stress testing capital and insight in to what FRTB looks like under CRD IV. 
 

Speakers Include:

Patricia White, Independent Consultant and author, mentor and tutor for ALMA's Certificate in Bank ALM (CertBALM) qualification

Ruben Cohen, Independent Consultant

Cecilia Gejke, Group Market and Counterparty Credit Risk, Former Nordea

Andrea Schnoz, Director, Risk and Regulatory Services, PwC

Gaurav Chawla, Independent Consultant 

Nicolas Decouttere - Structuring - FIG ALM & Regulations, Barclays

Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
London 
United Kingdom 
Tel: +44 207 2086000

Venue information

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