Agenda

Agenda

Day 1 - Wednesday 29 June 2016

Whole day delivered by: Karine Valtanen, Senior Credit Analyst - Structured Credit Management Team, Commerzbank

8.30 Coffee and Registration

9.00 - Capital

  • What capital looked like before and after the crisis
  • Capital Adequacy Requirements
  • Tier 1 + Tier 2 Capital Lever
  • How CRD IV is working alongside Basel III and other regulations

10.30 Coffee Break

11.00 - Capital Buffers

  • Capital Conservation Buffer
  • Countercyclical Buffer
  • Global Systematic Institution Buffer
  • Systematic Risk Buffer
  • Supervisory Buffer
  • Minimum requirement for own funds and eligible liabilities
                - Threshold Conditions
                - Stress Testing

12.30 Lunch

13.30 - Risk Weighted Assets

  • Calculating the minimum requirement for Tier 1 capital
  • Calculating the minimum requirement for CET 1
  • Total Loss-Absorbing Capacity

15.00 Coffee Break

15.30 - Counterparty Credit Risk

  • OTC Derivatives
  • CCP Exposures
  • Capital charge for CVA
  • How CRR impacts non-centrally cleared derivatives
  • Capital requirements for derivatives
  • Working alongside EMIR Reporting

Speaker: Tariq Rasheed, Partner, Berwin Leighton Paisner LLP

End of Day 1

 

Day 2 - Thursday 30 June 2016

9.00 - CRD Impact on Liquidity

  • Liquidity Buffers
  • Liquidity Coverage Ratio
  • Net Stable Funding Ratio
  • Relationship between capital and liquidity
  • Liquidity Stress Testing

Speaker: Karine Valtanen, Senior Credit Analyst - Structured Credit Management Team, Commerzbank

10.30 Coffee Break

11.00 - Leverage

  • Reducing Leverage
  • Effectively minimalising balance sheet risks
  • ALM Management

12.30 Lunch

13.30 - Reporting Requirements

  • National Supervisory Authorities (NSAs) via COREP and FINREP
  • Regulatory reports
  • Data Management
  • EBA Remuneration data
  • Delegated Acts

Speaker: Jorge Carbon, CRD IV Implementation Consultant

15.00 Coffee Break

15.30 Corporate Governance Framework

  • Transparency
  • Increase of Pillar 3 disclosures
  • Reducing excessive risk taking
  • Sanctions
  • Remuneration
                     - PRA/FCA vs EBA Opinions

Speaker: Lucio della Ratta, Managing Director, Internal Audit, Barclays

17.00 End of Training Course

 

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