Basel III (CRR CRR2, CRR3, CRD IV, CRD V, CRDVI) ): 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. (incl Regulatory Developments on Basel III: Finalization of Basel III ( CRR3 and CRDVI).)
The Liquidity Coverage ratio (LCR).
The Net Stable Funding Ratio (NSFR).
The Leverage Ratio.
Large exposures.
TLAC and MREL ratios.
Implementation schedule.
PowerPoint slides.
Illustration by a simple example of the LCR ratio.
Exercise book under Excel:
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.
Context for encouraging sustainable investment.
Definition of ESG risk.
Domino effect of amplification of ESG risk on other risks: credit risk, market risk, liquidity risk, operational risk, business risk, strategic risk, concentration risk, reputational risk).
The challenges of transparency around ESG risk communication.
PowerPoint slides.
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