Basel III (CRR CRD IV): the basics
Risk management et règlementation bâloise
- Anglais
- Distanciel
- Luxembourg
- Paris
- Présentiel
Programme
From Basel I to Basel III.
Regulation and supervision frameworks at international, European, national levels.
Architecture of regulatory texts at the international, European and national levels.
Définition des risques bancaires et dispositif du contrôle interne.
Definition of banking risks and internal control system.
BCBS239: Banking regulation aimed at increasing banks’ capacities for aggregating financial risk data, producing reports, and improving the quality of risk data.
PowerPoint slides.
Single-answer questionnaire.
Synthesis.
Context.
The solvency ratios.
The Liquidity Coverage ratio (LCR).
The Net Stable Funding Ratio (NSFR).
The Leverage Ratio.
Large exposures.
Implementation schedule.
PowerPoint slides.
Illustration by a simple example of the LCR ratio.
Exercise book:
SREP (Supervisory Review and Evaluation Process).
RAF (Risk Appetite Framework).
ICAAP (Internal Capital Adequacy Assessment Process).
ILAAP (Internal Liquidity Adequacy Assessment Process).
Stress tests.
PowerPoint slides.
Exercise book:
Single-answer questionnaire.
Synthesis.
General principles.
Regulatory Developments on Basel III: Finalization of Basel III.
PowerPoint slides.
Illustration: analysis of a registration document.
Single-answer questionnaire.
Synthesis.
Summary of the day.
Training course evaluation
Q&A.
Evaluation questionnaire.
Pré-requis
Date
01 70 61 48 64
l.sbai@afges.com