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Basel III (CRR, CRR2, CRR3, CRD IV, CRD V, CRDVI) : the basics

Banque > Risk management et règlementation bâloise

Paris

1 day

14/05/2024 + 3 à venir

Prix en présentiel

926 €ht - Lunch included

Objectifs

  • Acquiring the basics of the Basel III framework.
  • Understanding the stakes of Basel III regulatory issues: CRR, CRD 4, CRR2, CRDV, CRR3, CRDVI and delegated acts.
  • Identifying the changes introduced by the Basel III Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD4).
  • Explaining the main mechanisms, underlying concepts and issues.

Animateur(s)

CARON Jean-François

Jean-François CARON

Domaines d'animation et de conception :
  • Audit.
  • Contrôle.
  • Risques.
FAYE Louis

Louis FAYE

Domaine d'animation et conception :
  • Gestion des risques.
  • Bâle III.
JACOB Henri

Henri JACOB

Domaines d'animation et conception :
  • Exigence prudentielle.
  • Gestion des risques.
KOKODOKO Manou

Manou KOKODOKO

Domaine d'animation et conception :
  • Audit et contrôle interne.
  • Opérations de marché.
  • Management des risques.
LAY Jean-Marie

Jean-Marie LAY

Domaines d'animation et conception :
  • Comptabilité bancaire.
  • Exigence prudentielle.

Yannick LUCOTTE

Domaines d'animation et conception :
  • Économie monétaire.
  • Économie du développement.
  • Économétrie appliquée.
NGNOTUE Evelyne

Evelyne NGNOTUÉ

Domaine d’animation et conception :
  • Audit.
  • Contrôle interne.
  • Management des risques.
  • Opérations de marché.

Programme

1INTRODUCTION: BACKGROUND, IMPLEMENTATION, PROSPECTS

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.

Definition of banking risks and internal control system.

2PILLAR 1: THE RATIOS INCLUDING CRR3 UPDATES (FINALIZATION ON BASEL III)

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.

3PILLAR 2 AND PILLAR 3

SREP (Supervisory Review and Evaluation Process).

RAF (Risk Appetite Framework).

ICAAP (Internal Capital Adequacy Assessment Process).

ILAAP (Internal Liquidity Adequacy Assessment Process).

Stress tests.

Pillar 3 general principles.

4ESG RISK

Context for encouraging sustainable investment.

Definition of ESG risk.

  • Environmental risk:
    • Physical risk.
    • Transition risk.
    • Risk of litigation and reputational.
  • Social risk.
  • Governance 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.

5SUMMARY AND CONCLUSION

Summary of the day.

Evaluation of training.

Public et pré-requis

Participants

  • Anyone wishing to master the fundamental aspects of Basel III and the impact of the prudential system on the general economy of the banks.
  • Accountants and finance professionals.
  • Financial controllers and ALM managers.
  • Risk managers.

Supports et moyens pédagogiques

  • PowerPoint documentation:
    It has been adapted to be used in distance:

    • More examples.
    • More illustrations.
  • Alternate illustrations and practical exercises, exercises under Excel.
  • QCU, True/False, questions/answers to verify, review and confirm what has been achieved.

Connaissances requises

  • Knowledge of the bank’s activities.

Dates

Dates Localisation / Modalité Animateur(s)
14/05/2024 Paris Jean-François CARON + 6 S'inscrire
14/05/2024 Distanciel Jean-François CARON + 6 S'inscrire
04/10/2024 Paris Jean-François CARON + 6 S'inscrire
04/10/2024 Distanciel Jean-François CARON + 6 S'inscrire
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