Basel / CRD for Banks


Basel / CRD for Banks

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Knowledge of the Basel/CRD rules is essential for anyone working in the sector. This is however a significant challenge both due to their complexity and because they keep changing. The course covers the main changes introduced since the 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.

Price £699.00 + VAT

Course Syllabus

Overview of the evolution of banking regulation and its key areas

  • The three pillars of Basel

  • The main risk types

  • Define the approach levels

Pillar 1

Credit Risk

  • From Standardised to Revised

  • IRB and the Output floor

  • Counterparty Credit Risk and the Revised Standardised and other methods

Credit Valuation Adjustment (CVA) and how even Basel III is changing

Market risk and ‘Basel IV’/Fundamental Review of the Trading Book (FRTB)

  • The proposed Revised method, including the Sensitivities-based Method

  • Changes to the Internal Model Method (IMM)

Operational risk

  • The proposed Revised Standardised approach and end of the Advanced

Capital ratios

  • The various buffers, including MREL


  • What counts – Common Equity Tier 1, etc.

  • What must be deducted

The Leverage Ratio

  • Exposures


The Liquidity Coverage Ratio

  • Inflows, outflows and High Quality Liquid Assets (HQLA)

The Net Stable Funding Ratio (NSFR)

  • Required v Available Stable Funding – the different weights

Pillars 2 and 3

  • Interest Rate Risk in the Banking Book (IRRBB)

  • Internal Capital Adequacy Assessment Process (ICAAP) and Supervisory review, stress tests, governance 

  • Disclosure and transparency requirements

  • Banking regulation and the market – the impact on Return on Equity

Learning Objectives

  • Know which areas of regulation are changing and in which way

  • Understand the degree of impact each regulation has

  • Understand the overall impact of the regulations on their business model

  • Understand how some of the calculations are done

  • Gain an idea of how much they will need to change their current processes to comply and the level of resources the need to commit

Who is the course suitable for?

The course is designed for finance professionals and analysts, it would be suitable for those with limited knowledge of Basel and also relevant to those who are seeking to refresh their knowledge of current updates.


Michael Stafferton


Date And Time

12-May-2020 - 09:00
- 16:30




To Be Confirmed

Event Category

Technical Financial Training

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