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Basel III (CRR CRD IV): the basics

1 day(s)

Objectives

  • Acquiring the basics of the Basel III framework.
  • Understand the stakes of Basel III regulatory issues: CRR, CRD 4, CRR2, CRDV 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.
  • Introducing future regulatory changes (finalisation of Basel III).

Content

INTRODUCTION: 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.
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.

PILLAR 1: THE RATIOS

Context.
The solvency ratios.
The Liquidity Coverage ratio (LCR).
The Net Stable Funding Ratio (NSFR).
The Leverage Ratio.
Large exposures.
Implementation schedule.

PILLAR 2: SREP (Supervisory Review and Evaluation Process)

RAF (Risk Appetite Framework).
ICAAP (Internal Capital Adequacy Assessment Process).
ILAAP (Internal Liquidity Adequacy Assessment Process).
Stress tests.

FINANCIAL INFORMATION ON RISK MANAGEMENT

General principles.

Regulatory Developments on Basel III: Finalization of Basel III.

SUMMARY AND CONCLUSION

Summary of the day.

Training course evaluation

Teaching methods

PowerPoint documentation.
Alternating examples and practical drills.
Single-choice quiz, synthesis, questions/answers to verify, revise and confirm the experiences.Présentation théorique, discussions et exercices - QCU

Target group

Who is the course aimed at?

  • 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.

 
Prerequisites

  • Knowledge of the bank’s activities.

Additional information

Les frais de formations, animées par l’Afges Formation, peuvent être pris en charge partiellement par l’Etat luxembourgeois.

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Responsibility for the content of this training description lies solely with its author, the training provider AFGES.

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Organisation Formation inter-entreprise
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