{"id":59762,"date":"2022-06-28T07:08:25","date_gmt":"2022-06-28T07:08:25","guid":{"rendered":"https:\/\/lgca.uk\/?post_type=event_listing&p=59762"},"modified":"2023-11-15T13:38:15","modified_gmt":"2023-11-15T13:38:15","slug":"basel-iii-crdiv-crr-onwards","status":"publish","type":"event_listing","link":"https:\/\/lgca.uk\/el\/\u03b3\u03b5\u03b3\u03bf\u03bd\u03cc\u03c2\/basel-iii-crdiv-crr-onwards\/","title":{"rendered":"Basel III (CRDIV-CRR) onwards"},"content":{"rendered":"

Course Overview<\/strong><\/p>\n

Knowledge of the Basel\/CRD-CRR rules is essential for anyone working in the financial sector and of course for banks in particular. This is however a significant challenge both due to their complexity and because they keep changing. The course covers the main elements and the main changes introduced since the 2008 crisis by both Basel III (CRD IV and CRR) and so-called Basel IV (CRD V and CRRII) and other still-to-be-implemented measures. It also includes connected regulatory measures such as EMIR, the BRRD and SRMR and the revisions in these areas to give a comprehensive overview.<\/p>\n

 <\/p>\n\n\n\n\n\n\n
Date<\/td>\n28 of May, 2023<\/td>\n<\/tr>\n
Time<\/td>\n09:30 – 16:30 UK Time<\/td>\n<\/tr>\n
Duration<\/td>\n6 hours<\/td>\n<\/tr>\n
Price<\/td>\nGBP 774 (incl. VAT)<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n

Training Objectives<\/strong><\/p>\n

By the end of the programme, participants will:<\/p>\n

\u00a0\u2022 Know which areas of regulation are changing and in which way<\/p>\n

\u2022 Understand the degree of impact each regulation has<\/p>\n

\u2022 Understand the overall impact of the regulations on their business model<\/p>\n

\u2022 Understand how some of the calculations are done<\/p>\n

\u2022 Gain an idea of how much they will need to change their current processes to comply and the level of resources they need to commit<\/p>\n

 <\/p>\n

Training Outline\u00a0<\/strong><\/p>\n

\u2022 Overview of a standard commercial bank\u2019s business model and the main risks it involves<\/strong><\/p>\n

\u2022 Overview of the evolution of banking regulation and its key areas<\/strong><\/p>\n

\u2022 The three pillars<\/p>\n

\u2022 Approach levels<\/p>\n

\u2022 Pillar 1<\/strong><\/p>\n

\u2022 Credit risk<\/p>\n

\u2022 From Standardised to Revised<\/p>\n

\u2022 IRB and the Output floor<\/p>\n

\u2022 Counterparty Credit Risk, how it arises, the Revised Standardised and other methods<\/p>\n

\u2022 Credit Valuation Adjustment (CVA), how it arises and how even Basel III is changing<\/p>\n

\u2022 Market risk and \u2018Basel IV\u2019\/Fundamental Review of the Trading Book (FRTB)<\/p>\n

\u2022 The proposed Revised method, including the Sensitivities-based Method<\/p>\n

\u2022 Changes to the Internal Model Method (IMM)<\/p>\n

\u2022 Operational risk<\/p>\n

\u2022 The proposed Revised Standardised approach and end of the Advanced<\/p>\n

\u2022 Capital ratios<\/p>\n

\u2022 The various key ratios and buffers, including MREL<\/p>\n

\u2022 Capital<\/p>\n

\u2022 What counts \u2013 Common Equity Tier 1, etc.<\/p>\n

\u2022 What must be deducted<\/p>\n

\u2022 The Leverage Ratio<\/p>\n

\u2022 Exposures<\/p>\n

\u2022 Liquidity<\/p>\n

\u2022 The Liquidity Coverage Ratio<\/p>\n

\u2022 Inflows, outflows and High Quality Liquid Assets (HQLA)<\/p>\n

\u2022 The Net Stable Funding Ratio (NSFR)<\/p>\n

\u2022 Required v Available Stable Funding \u2013 the different weights<\/p>\n

\u2022 Pillars 2 and 3<\/strong><\/p>\n

\u2022 Interest Rate Risk in the Banking Book (IRRBB)<\/p>\n

\u2022 Internal Capital Adequacy Assessment Process (ICAAP) and Supervisory review, stress tests, governance<\/p>\n

\u2022 Disclosure<\/p>\n

\u2022 Banking regulation and the market \u2013 the impact on Return on Equity<\/strong><\/p>\n

 <\/p>\n

Industry Expert | Michael Stafferton<\/strong><\/p>\n

\"Michael<\/p>\n

Michael began his financial markets career in 1986 on the Financial Engineering desk at Yamaichi International, then one of the so-called \u2018Big Four\u2019 Japanese securities houses. The desk was mainly responsible for designing, structuring and swapping vanilla and structured bond issues for European clients. He then moved to a coverage role, predominantly in the UK and Eire, with responsibility for some of the more technically demanding clients, including the Bank of England and the European Investment Bank. He greatly expanded the volume of deals done, including a government, major banks, building societies and corporates. The role also involved working on UK privatisations and with the bank and fund management arm. In 1994 he moved to Kleinwort Benson with responsibility for debt, convertible and tax-structured origination with a number of top UK companies and helped launch an FRN. He has been training across a wide spectrum of cash instruments, derivatives, commodities and in risk management and regulation since 1999, at up to senior management level globally, his clients comprising mainly the top tier investment banks and fund managers, and is the author of a textbook on credit derivatives (Credit Derivatives Workbook, Euromoney, 2004). He is an Associate with Moody\u2019s.<\/p>\n

 <\/p>\n

Who Should Attend\u00a0<\/strong><\/p>\n

This course is ideal for:<\/p>\n

\u2022 All <\/span>financial firms and especially bank<\/span> staff, in particular:<\/span><\/span>\u00a0<\/span><\/p>\n

\u2022 Senior managers<\/p>\n

\u2022 Compliance officers<\/p>\n

\u2022 Finance\/control staff<\/p>\n

\u2022 Internal auditors<\/p>\n

\u2022 Treasury staff<\/span><\/span>\u00a0<\/span><\/p>\n

\u2022 Bank investors<\/p>\n

\u2022 Central bank regulators<\/span><\/span>\u00a0<\/span><\/p>\n

 <\/p>\n

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