Basel III, Liquidity, CCAR, and FRTB

29 Jul 2018 to 31 Jul 2018 / Manama

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Banking and Finance Training Programme

Basel III, Liquidity, CCAR, and FRTB

Basel III comprises the new regulatory guidelines pertaining to capital, solvency, liquidity risk, and leverage of the banking sector.  This course provides an in-depth overview of the calculations of risk-based capital, for all risk types including credit, the new fundamental review of the trading book, securitization, collateralized and margined securities finance transactions, and operational risk.  The regulators have also issues new guidelines pertaining to the leverage ratio prior to risk adjustments, and the course will compare and contrast the Basel and US Supplementary Leverage Ratio for on and off-Balance Sheet exposure.  The final element of the new Basel III rules covers liquidity risk management, cash and collateral, including the Liquidity Coverage Ratio, LCR, and Net Stable Funding Ratio, NSFR, as well as intraday exposure.

In addition to Basel III, this course will include a survey of stress testing approaches, including the CCAR reviews conducted by the US Federal Reserve Bank.  The course also will include applied workshops, and discussions of business decisions that link to the new regulations such as risk-based pricing, client profitability, funds transfer pricing, and portfolio hedging optimization.


Who Should Attend?

This course is designed for individuals who are knowledge about bank risks and wish to gain greater insight into the specifics and requirements of the new regulations.  The module is recommended for individuals in Risk Management, Treasury, the commercial banking and capital markets trading business lines, Financial Controllers, Compliance, Audit , and Legal.


IN-HOUSE

If you have a group of six or more, then we can design a bespoke programme to meet your business needs, including a session’s pack with examples, models, user-driven content and custom case studies to suit your business objectives.

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AGENDA

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VENUE

Manama,

Bahrain

To make this course as In-House or for any other queries please send us an email to sam.taylor@imarketmetrics.com or register below.

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