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Advanced Basel III

seminár v anglickom jazyku

Účastníci

Who Should Attend

Risk, finance, project, audit and compliance staff and management involved in developing or reviewing approaches to risk and capital management or implementing Basel III. The seminar is also suitable for board and executive management who need to understand the new provisions and their likely impact.

 

Methodology

Classroom style lectures, real-life case studies and interactive discussion.

 

Knowledge Pre-Requisites

To obtain greatest benefit from the course participants should ideally have board, executive, managerial or supervisory roles in banking with at least 3 years of banking experience or personnel who occupy a specialist role in risk or capital management.

Cieľ

Course Description

As banks strive for value creation in a highly competitive environment, they inevitably create risks. The greatest threat to a financial institution is when such risks are not properly identified, measured or managed. In these circumstances the result is invariably unexpected losses which, as the financial crisis demonstrates, can threaten the very existence of banks of all sizes.

 

The regulatory response to recent events is contained in Basel III which sets out to make capital requirements more risk-sensitive, enhance risk coverage and strengthen the loss absorbency of available capital. It introduces the concept of building capital buffers during good times so that banks are better positioned to absorb the losses that occur during periods of stress. Basel III further introduces new liquidity management standards.

 

Learning Objectives

Delegates will achieve a broad understanding of the new Basel III rules and the likely impact on the risk management methods and approaches adopted by banks. The likely impacts and implications for capital management strategies and the related internal capital adequacy assessment process (ICAAP) will also be considered. The seminar will not only address the two core Basel III documents (banking system resiliency and liquidity risk management), but also other related Basel papers that will ultimately form the integrated regulatory response to the crisis including revisions to the Basel II market risk framework, corporate governance and updated operational risk sound principles and Advanced Measurement Approach (AMA) guidance.

Obsah seminára

Course Outline

Session 1: Introduction & Course Objectives

  • Course objectives

 

Session 2: The Basel Framework

  • Why regulatory capital?
  • The evolving Basel Accords – an overview of Basel I, II & III

 

Session 3: How Did We Get Here?

  • The evolving risk landscape and its impact on capital requirements
  • The failures and limitations of conventional risk management approaches – model risk
  • The emergence of systemic risk as a primary risk category
  • The different forms of capital and their interrelationship – book, economic and regulatory

 

Session 4: Basel III – the New Banking Resiliency Rules

  • The new minimum capital ratios
  • Point of non-viability and the loss absorbability of capital
  • Classes of capital (Tiers 1 & 2) and classification criteria
  • Hybrids under Basel III – Contingent Convertibles (CoCos) etc.
  • Regulatory adjustments to shareholder capital and reserves
  • Capital conservation and countercyclical buffers
  • The leverage ratio
  • Disclosure requirements
  • Counterparty credit risk
  • Reliance on external credit rating agencies

 

Session 5: Basel III – the New Liquidity Risk Rules

  • International framework for liquidity risk management
  • BCBS sound practices
  • The liquidity coverage and net stable funding ratios (LCR & NSFR)
  • Monitoring tools and techniques

 

Session 6: Basel III – Phase-In Arrangements

  • The proposed implementation timetable

 

Session 7: Revisions to the Basel II Market Risk Framework

  • The new requirements – an overview
  • The incremental and comprehensive risk capital charges
  • The correlation trading portfolio
  • Stressed VaR
  • The impact of the revisions on capital requirements

 

Session 8: Corporate Governance

  • BCBS principles for enhancing corporate governance
  • Corporate governance structures
  • The three lines of defence concept

 

Session 9: Basel III – Implementation Challenges

  • Analysis of the likely impacts on the global banking industry
  • Gauging the impact of Basel III on the management of:
    • Principal risk categories – credit, market, operational and liquidity
    • Capital
    • Enterprise-wide risks
  • Designing a Basel III implementation framework

Harmonogram

prezentácia:                     8.45 h – 9.00 h
otvorenie seminára:         9.00 h
vyučovanie:                     9.00 h – 16.00 h

Lektori

Peter Hughes FCA

Peter Hughes is Director of Audit & Risk at Risk Reward Limited, a former banker with JPMorgan Chase, Fellow of the Institute of Chartered Accountants in England & Wales and a Visiting Research Fellow at the York Management School, University of York where he leads research into next generation risk management and accounting systems. He is a widely published author on risk management and Basel II including“Operational Risk.He was also featured in the industry best-selling book“Operational Risk – Practical Approaches to Implementation”.

Dĺžka trvania

1 deň

Cena

345.16 € bez DPH
414.19 € s DPH

Variabilný symbol

0798

Aktuálne termíny

13. 05. 2013 (Pozvánka)

Garant

PhDr. Mária Fedorová, PhD.
tel.: 02/48246 534
e-mail:

záväzná on-line prihláška na kurz

Termín konania


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Povedali o nás...

"Veľmi oceňujem organizáciu seminára Solvency II v rámci IBV NBS, ktorý sa konal v dňoch 4. a 5. októbra. Špeciálne oceňujem orientáciu seminára hlavne na pilier II (risk manažment) a výber kvalifikovaného lektora zo zahraničia s mnohoročnými praktickými skúsenosťami v oblasti risk manažmentu a interného auditu..."
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