Large Exposures & SA-CCR

Asia Risk is delighted to announce our Large Exposures & SA-CCR training course which is being held on 6-7 December in Hong Kong.

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Large Exposures & SA-CCR

5-6 December
Hong Kong
 

Agenda  Registration

Two-day intensive training course

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Course highlights:

  • Understanding the implications of adopting Large Exposures in Hong Kong 
  • Identification of groups of connected counterparties under Large Exposures 
  • Addressing data challenges and operational burden in meeting SA-CCR requirements
  • Calculating EAD based on the new SA-CCR 
  • Understanding the interaction of SA-CCR and other regulations

VIEW AGENDA

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Learning outcomes
  • Learn the implications of the new Large Exposures framework on your business activities
  • Learn the importance of more granular data analysis to better position netting treatment 
  • Understand the challenges of replacing Supervisory Approach for Counterparty Credit Risk (“SA-CCR”) from Exposure Method (“CEM”) 
  • Learn the treatment for specific exposure types
  • Understand the impacts of SA-CCR on capital requirements, and identify options for mitigating its impacts
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Who should attend

This technical workshop has been designed for a wide audience in the banking, rating agencies, service providers, and will be of value for staff in the following functions:

  • Risk/Risk Control
  • Credit/Liquidity/Market Risk
  • Compliance and Governance
  • Asset-Liability Management
  • Balance Sheet Management
  • Operations
  • Finance, Capital Management and Planning, Financial Control, MIS
  • Audit
  • Business Unit Management
  • Treasury
  • Strategic Planning
  • Legal and IT Support
  • Basel III Reporting
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Course highlights
  • Understanding the implications of adopting Large Exposures in Hong Kong
  • Identification of groups of connected counterparties under Large Exposures 
  • Addressing data challenges and operational burden in meeting SA-CCR requirements
  • Calculating EAD based on the new SA-CCR 
  • Understanding the interaction of SA-CCR and other regulations  

05 October 2018
2018-10-05 11:00:00 +0100
Registration details

Package Discounts

Package discounts are available for groups of four or more colleagues from the same organisation that register for the course.

To apply for the discounts or for more information, please reach out to Jayla Tam by email at [email protected] or by phone on +852 3411 4837.

Training Materials

Please note that presentation materials are distributed electronically and attendees are required to bring a laptop or tablet to the course with them to access the slides. Due to the business-sensitive nature of some of the topics discussed, there are occasions when speakers do not allow us to distribute their presentations.